+174.6%
ARM vs CPNG
-14.4%
+189.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.1% |
| 7D | -15.2% | +13.4% | -28.6% | -20.7% |
| 30D | -40.7% | +10.0% | -50.7% | -43.8% |
| 3M | -39.1% | -0.4% | -38.7% | -39.7% |
| 6M | -26.4% | -8.9% | -17.5% | -24.3% |
| YTD | +59.7% | -30.9% | +90.7% | +85.1% |
| 1Y | +10.3% | -43.8% | +54.2% | +45.8% |
| 3Y | +228.9% | -2.5% | +231.3% | +168.3% |
| All | +174.6% | -14.4% | +189.0% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling