+174.6%
ARM vs CPB
-38.0%
+212.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +4.2% |
| 7D | -15.2% | +8.0% | -23.2% | -12.1% |
| 30D | -40.7% | +22.4% | -63.1% | -34.9% |
| 3M | -39.1% | +2.5% | -41.6% | -37.1% |
| 6M | -26.4% | +12.2% | -38.6% | -20.7% |
| YTD | +59.7% | -12.8% | +72.6% | +60.6% |
| 1Y | +10.3% | -19.2% | +29.5% | +8.4% |
| 3Y | +228.9% | -35.6% | +264.4% | +193.7% |
| All | +174.6% | -38.0% | +212.6% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling