+201.6%
ARM vs CSGP
-59.9%
+261.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.3% | -5.4% |
| 7D | -18.7% | +18.3% | -37.0% | -19.3% |
| 30D | -36.7% | +17.8% | -54.5% | -37.8% |
| 3M | -31.6% | +9.3% | -40.9% | -32.6% |
| 6M | -5.6% | -7.9% | +2.3% | -4.0% |
| YTD | +75.5% | -51.5% | +127.0% | +119.0% |
| 1Y | +19.3% | -53.3% | +72.6% | +51.1% |
| 3Y | +258.6% | -57.9% | +316.5% | +351.2% |
| All | +201.6% | -59.9% | +261.6% | +283.3% |
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