+19.3%
ARM vs CSGP
-53.2%
+72.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.3% | -4.0% |
| 7D | -18.7% | +18.3% | -37.0% | -14.1% |
| 30D | -36.7% | +17.8% | -54.5% | -32.8% |
| 3M | -31.6% | +9.3% | -40.9% | -28.5% |
| 6M | -5.6% | -7.9% | +2.3% | -1.1% |
| YTD | +75.5% | -51.5% | +127.0% | +91.9% |
| 1Y | +19.3% | -53.3% | +72.6% | +31.4% |
| All | +19.3% | -53.2% | +72.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling