+199.6%
ARM vs CRL
+64.2%
+135.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.3% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | -19.9% | +11.9% | -31.9% | -23.0% |
| 3M | -31.6% | +20.2% | -51.8% | -36.4% |
| 6M | -13.9% | +107.5% | -121.4% | -36.6% |
| YTD | +74.3% | +69.4% | +4.9% | +36.8% |
| 1Y | +35.8% | +99.7% | -63.9% | -1.1% |
| 3Y | +268.6% | +98.8% | +169.8% | +144.7% |
| All | +199.6% | +64.2% | +135.4% | +114.9% |
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