+296.4%
ARM vs CPNG
-19.6%
+316.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +4.6% |
| 7D | +5.5% | -7.4% | +12.9% | +9.4% |
| 30D | -8.2% | -4.4% | -3.8% | -6.6% |
| 3M | -35.9% | -7.5% | -28.4% | -33.9% |
| 6M | +103.1% | -19.9% | +123.1% | +118.8% |
| YTD | +130.6% | -35.2% | +165.8% | +177.6% |
| 1Y | +86.1% | -46.8% | +132.9% | +152.8% |
| All | +296.4% | -19.6% | +316.0% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling