+430.4%
ARWR vs CAI
-9.9%
+440.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -4.0% | -2.9% | -1.1% | -3.5% |
| 30D | -5.0% | +9.3% | -14.4% | -6.8% |
| 3M | +11.3% | +35.2% | -23.9% | +4.3% |
| 6M | +42.6% | +30.7% | +11.9% | +33.4% |
| YTD | +24.8% | -9.8% | +34.6% | +24.0% |
| 1Y | +178.8% | -28.9% | +207.6% | +186.9% |
| All | +430.4% | -9.9% | +440.3% | +394.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling