+23.4%
CRM vs ARM
-1.5%
+24.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.1% | -9.9% | +2.6% |
| 7D | -4.0% | +6.0% | -10.0% | -3.7% |
| 30D | -6.8% | -20.3% | +13.5% | -7.7% |
| 3M | +10.6% | -24.4% | +35.0% | +9.8% |
| 6M | +23.4% | -4.4% | +27.7% | +12.1% |
| All | +23.4% | -1.5% | +24.9% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling