+94.6%
ARM vs CRCL
+47.9%
+46.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.1% | +4.1% |
| 7D | +5.5% | +17.1% | -11.7% | +2.9% |
| 30D | -8.2% | +61.3% | -69.5% | -14.5% |
| 3M | -35.9% | +12.7% | -48.6% | -37.7% |
| 6M | +103.1% | -3.1% | +106.2% | +98.9% |
| YTD | +130.6% | +28.7% | +101.9% | +117.6% |
| 1Y | +86.1% | -13.1% | +99.2% | +80.8% |
| All | +94.6% | +47.9% | +46.7% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling