+228.9%
ARM vs CRS
+321.3%
-92.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | -15.2% | -1.7% | -13.5% | -14.3% |
| 30D | -40.7% | -28.8% | -11.9% | -30.1% |
| 3M | -39.1% | -50.0% | +10.9% | -14.2% |
| 6M | -26.4% | -39.2% | +12.8% | -4.6% |
| YTD | +59.7% | -11.4% | +71.2% | +74.6% |
| 1Y | +10.3% | -11.7% | +22.0% | +20.2% |
| 3Y | +228.9% | +319.6% | -90.8% | +116.3% |
| All | +228.9% | +321.3% | -92.5% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling