+214.0%
ARM vs CSGP
-58.5%
+272.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.6% | -11.4% | -13.1% |
| 7D | -27.1% | +13.9% | -41.0% | -27.3% |
| 30D | -44.9% | +16.0% | -60.9% | -45.6% |
| 3M | -39.3% | +6.1% | -45.4% | -39.8% |
| 6M | -20.2% | -8.2% | -12.0% | -18.9% |
| YTD | +52.5% | -52.3% | +104.9% | +88.8% |
| 1Y | +4.1% | -54.5% | +58.6% | +31.1% |
| All | +214.0% | -58.5% | +272.5% | +299.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling