+296.4%
ARM vs CSGP
-62.0%
+358.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.3% | +4.2% |
| 7D | +5.5% | -4.1% | +9.5% | +6.0% |
| 30D | -8.2% | +2.3% | -10.5% | -8.8% |
| 3M | -35.9% | -8.2% | -27.8% | -35.2% |
| 6M | +103.1% | -35.1% | +138.2% | +127.3% |
| YTD | +130.6% | -54.0% | +184.6% | +189.5% |
| 1Y | +86.1% | -65.3% | +151.4% | +163.0% |
| All | +296.4% | -62.0% | +358.4% | +406.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling