+185.4%
ARM vs CPB
-38.6%
+224.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -3.1% |
| 7D | -10.4% | +2.9% | -13.2% | -9.0% |
| 30D | -31.8% | +17.6% | -49.4% | -26.5% |
| 3M | -32.2% | +2.0% | -34.3% | -30.2% |
| 6M | -14.9% | +11.6% | -26.5% | -8.6% |
| YTD | +66.0% | -13.8% | +79.8% | +66.1% |
| 1Y | +17.2% | -21.6% | +38.8% | +13.7% |
| 3Y | +247.2% | -35.8% | +283.0% | +208.1% |
| All | +185.4% | -38.6% | +224.0% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling