+13.5%
CRM vs ARM
+371.0%
-357.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -5.0% | +12.5% | -17.5% | -6.0% |
| 30D | +23.6% | -1.4% | +25.0% | +23.6% |
| 3M | +39.6% | -18.7% | +58.3% | +40.5% |
| 6M | +23.4% | +124.6% | -101.2% | +7.7% |
| YTD | -7.4% | +141.7% | -149.1% | -20.2% |
| 1Y | -2.3% | +87.7% | -90.0% | -13.2% |
| All | +13.5% | +371.0% | -357.5% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling