+193.0%
ARM vs CRS
+348.7%
-155.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.7% | -3.0% | +1.6% |
| 7D | -5.3% | +4.9% | -10.3% | -7.4% |
| 30D | -30.0% | -20.8% | -9.2% | -21.9% |
| 3M | -34.1% | -46.4% | +12.4% | -9.9% |
| 6M | -12.6% | -28.6% | +15.9% | +4.9% |
| YTD | +70.4% | -2.8% | +73.3% | +77.1% |
| 1Y | +22.3% | -6.7% | +29.0% | +28.9% |
| 3Y | +261.2% | +368.0% | -106.8% | +92.7% |
| All | +193.0% | +348.7% | -155.8% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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