+86.1%
ARM vs CRL
+78.8%
+7.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.4% |
| 7D | +5.5% | -1.0% | +6.5% | +5.7% |
| 30D | -8.2% | +10.7% | -18.8% | -11.0% |
| 3M | -35.9% | +55.3% | -91.2% | -44.7% |
| 6M | +103.1% | +60.7% | +42.5% | +68.1% |
| YTD | +130.6% | +44.6% | +86.0% | +94.6% |
| 1Y | +86.1% | +77.7% | +8.3% | +47.8% |
| All | +86.1% | +78.8% | +7.2% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling