+193.0%
ARM vs CPB
-37.9%
+230.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.9% | +6.2% |
| 7D | -5.3% | +3.3% | -8.6% | -3.7% |
| 30D | -30.0% | +19.0% | -49.0% | -24.1% |
| 3M | -34.1% | +0.4% | -34.5% | -32.5% |
| 6M | -12.6% | +13.0% | -25.6% | -5.7% |
| YTD | +70.4% | -12.7% | +83.2% | +71.4% |
| 1Y | +22.3% | -20.9% | +43.1% | +19.1% |
| 3Y | +261.2% | -35.4% | +296.6% | +222.3% |
| All | +193.0% | -37.9% | +230.9% | +176.3% |
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