+214.0%
ARM vs CRL
+72.9%
+141.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.1% | -9.0% | -11.5% |
| 7D | -27.1% | -16.8% | -10.4% | -21.5% |
| 30D | -44.9% | +2.6% | -47.5% | -45.2% |
| 3M | -39.3% | +20.1% | -59.3% | -43.4% |
| 6M | -20.2% | +68.8% | -89.0% | -36.1% |
| YTD | +52.5% | +56.9% | -4.4% | +23.9% |
| 1Y | +4.1% | +86.7% | -82.6% | -21.8% |
| All | +214.0% | +72.9% | +141.1% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling