-32.2%
ARM vs CRCL
-3.2%
-29.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.6% |
| 7D | -10.4% | -13.6% | +3.2% | -6.6% |
| 30D | -31.8% | -23.1% | -8.7% | -27.4% |
| 3M | -32.2% | -3.1% | -29.2% | -31.4% |
| All | -32.2% | -3.2% | -29.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 3mo: compounded portfolio wealth divided by compounded CRCL 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…
3mo analysis · Full analysis span regression · Available span rolling