+296.4%
ARM vs CVE
+68.1%
+228.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.4% |
| 7D | +5.5% | +2.5% | +3.0% | +4.5% |
| 30D | -8.2% | +16.7% | -24.9% | -13.3% |
| 3M | -35.9% | +9.3% | -45.2% | -38.2% |
| 6M | +103.1% | +43.6% | +59.5% | +67.9% |
| YTD | +130.6% | +93.6% | +37.0% | +61.1% |
| 1Y | +86.1% | +98.8% | -12.7% | +27.6% |
| All | +296.4% | +68.1% | +228.3% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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