+3.2%
CRM vs ARM
+289.6%
-286.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.1% | -9.9% | +1.2% |
| 7D | -4.0% | +6.0% | -10.0% | -4.6% |
| 30D | -6.8% | -20.3% | +13.5% | -5.4% |
| 3M | +10.6% | -24.4% | +35.0% | +12.2% |
| 6M | +23.4% | -4.4% | +27.7% | +19.5% |
| YTD | -17.1% | +86.0% | -103.2% | -27.4% |
| 1Y | -10.1% | +35.8% | -45.9% | -17.9% |
| All | +3.2% | +289.6% | -286.4% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling