+13.0%
CRM vs ARM
+353.1%
-340.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.1% |
| 7D | -8.1% | +4.8% | -12.9% | -8.5% |
| 30D | +23.1% | -5.5% | +28.5% | +23.6% |
| 3M | +42.5% | -17.3% | +59.9% | +43.0% |
| 6M | +25.3% | +110.9% | -85.5% | +10.1% |
| YTD | -7.8% | +132.5% | -140.3% | -20.3% |
| 1Y | +1.0% | +64.9% | -63.9% | -8.7% |
| All | +13.0% | +353.1% | -340.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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