+62.9%
ARWR vs CAI
+12.6%
+50.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.4% | +3.4% |
| 7D | +2.4% | -6.3% | +8.7% | +3.3% |
| 30D | -1.1% | +9.3% | -10.4% | -2.5% |
| 3M | -31.2% | +106.3% | -137.5% | -39.7% |
| 6M | -19.3% | +77.7% | -97.0% | -27.3% |
| YTD | -7.1% | +23.1% | -30.3% | -13.7% |
| 1Y | +62.9% | +6.5% | +56.3% | +54.9% |
| All | +62.9% | +12.6% | +50.3% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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