+296.4%
ARM vs CRS
+598.2%
-301.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.0% |
| 7D | +5.5% | -0.2% | +5.7% | +5.6% |
| 30D | -8.2% | -16.6% | +8.4% | +0.7% |
| 3M | -35.9% | -3.5% | -32.5% | -34.3% |
| 6M | +103.1% | +15.4% | +87.7% | +92.2% |
| YTD | +130.6% | +51.2% | +79.4% | +92.6% |
| 1Y | +86.1% | +98.3% | -12.2% | +33.7% |
| All | +296.4% | +598.2% | -301.7% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling