+201.6%
ARM vs CVE
+48.2%
+153.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.6% | +2.4% | -2.9% |
| 7D | -18.7% | -12.1% | -6.6% | -15.4% |
| 30D | -36.7% | -9.8% | -26.9% | -34.7% |
| 3M | -31.6% | -0.7% | -30.9% | -32.3% |
| 6M | -5.6% | -4.3% | -1.3% | -6.5% |
| YTD | +75.5% | +70.6% | +4.9% | +26.9% |
| 1Y | +19.3% | +73.2% | -53.8% | -14.8% |
| 3Y | +258.6% | +60.3% | +198.2% | +124.1% |
| All | +201.6% | +48.2% | +153.5% | +90.0% |
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