+296.4%
ARM vs CSX
+67.3%
+229.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.1% | +3.4% |
| 7D | +5.5% | -3.4% | +8.8% | +7.6% |
| 30D | -8.2% | -3.1% | -5.1% | -6.5% |
| 3M | -35.9% | +7.2% | -43.1% | -38.9% |
| 6M | +103.1% | +16.2% | +86.9% | +83.4% |
| YTD | +130.6% | +37.5% | +93.1% | +88.9% |
| 1Y | +86.1% | +53.2% | +32.8% | +42.1% |
| All | +296.4% | +67.3% | +229.1% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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