+193.0%
ARM vs CRL
+71.6%
+121.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.7% | +2.0% | +4.8% |
| 7D | -5.3% | +4.4% | -9.7% | -6.8% |
| 30D | -30.0% | +17.1% | -47.1% | -34.0% |
| 3M | -34.1% | +32.1% | -66.2% | -41.0% |
| 6M | -12.6% | +98.9% | -111.6% | -34.7% |
| YTD | +70.4% | +77.1% | -6.7% | +31.4% |
| 1Y | +22.3% | +110.3% | -88.0% | -12.8% |
| 3Y | +261.2% | +108.5% | +152.7% | +135.0% |
| All | +193.0% | +71.6% | +121.3% | +106.4% |
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