-8.6%
CRM vs ARM
+29.6%
-38.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | 0.0% |
| 7D | +2.0% | +9.1% | -7.2% | +2.2% |
| 30D | -7.7% | -19.9% | +12.3% | -8.2% |
| 3M | +8.4% | -31.6% | +40.0% | +7.6% |
| 6M | +31.9% | -13.9% | +45.8% | +31.5% |
| YTD | -17.2% | +74.3% | -91.5% | -20.7% |
| 1Y | -8.6% | +35.8% | -44.4% | -7.6% |
| All | -8.6% | +29.6% | -38.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling