+10.3%
ARM vs CRL
+101.2%
-90.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.8% | -3.1% | +2.1% |
| 7D | -15.2% | -6.1% | -9.1% | -13.6% |
| 30D | -40.7% | +12.4% | -53.1% | -42.0% |
| 3M | -39.1% | +27.1% | -66.2% | -42.6% |
| 6M | -26.4% | +85.7% | -112.1% | -39.5% |
| YTD | +59.7% | +69.2% | -9.5% | +27.5% |
| 1Y | +10.3% | +97.5% | -87.2% | -13.3% |
| All | +10.3% | +101.2% | -90.9% | -13.3% |
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