+214.2%
ARM vs CRL
+65.6%
+148.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | +19.8% | +8.9% | +11.0% | +15.8% |
| 30D | -21.8% | +14.0% | -35.8% | -25.3% |
| 3M | -26.5% | +19.8% | -46.4% | -31.6% |
| 6M | -3.9% | +102.0% | -105.9% | -28.6% |
| YTD | +82.8% | +70.8% | +11.9% | +43.0% |
| 1Y | +34.3% | +98.7% | -64.4% | -1.9% |
| 3Y | +282.2% | +98.2% | +184.1% | +154.6% |
| All | +214.2% | +65.6% | +148.6% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling