+185.4%
ARM vs CRL
+68.0%
+117.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.4% | -1.7% |
| 7D | -10.4% | -1.7% | -8.6% | -9.6% |
| 30D | -31.8% | +14.6% | -46.4% | -35.1% |
| 3M | -32.2% | +24.8% | -57.1% | -37.9% |
| 6M | -14.9% | +94.7% | -109.6% | -35.9% |
| YTD | +66.0% | +73.4% | -7.3% | +29.2% |
| 1Y | +17.2% | +104.7% | -87.4% | -15.5% |
| 3Y | +247.2% | +101.1% | +146.2% | +130.1% |
| All | +185.4% | +68.0% | +117.4% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling