+162.2%
ARM vs CVE
+44.1%
+118.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.7% | -10.3% | -12.2% |
| 7D | -27.1% | -14.1% | -13.1% | -23.5% |
| 30D | -44.9% | -11.6% | -33.3% | -42.8% |
| 3M | -39.3% | 0.0% | -39.3% | -40.0% |
| 6M | -20.2% | -8.4% | -11.8% | -19.5% |
| YTD | +52.5% | +65.9% | -13.4% | +11.4% |
| 1Y | +4.1% | +69.4% | -65.3% | -25.2% |
| 3Y | +211.7% | +55.9% | +155.8% | +96.8% |
| All | +162.2% | +44.1% | +118.1% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling