+185.4%
ARM vs CPNG
-14.1%
+199.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | -10.4% | +7.2% | -17.6% | -13.7% |
| 30D | -31.8% | +3.2% | -35.1% | -33.1% |
| 3M | -32.2% | +0.9% | -33.1% | -33.3% |
| 6M | -14.9% | -3.8% | -11.1% | -14.9% |
| YTD | +66.0% | -30.8% | +96.8% | +92.2% |
| 1Y | +17.2% | -43.5% | +60.7% | +54.5% |
| 3Y | +247.2% | +6.6% | +240.6% | +174.4% |
| All | +185.4% | -14.1% | +199.5% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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