+429.0%
ARWR vs CAI
-11.0%
+440.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.3% |
| 7D | -3.2% | -3.1% | -0.1% | -2.6% |
| 30D | -6.5% | +2.7% | -9.1% | -7.1% |
| 3M | +12.7% | +41.7% | -29.0% | +4.3% |
| 6M | +36.2% | +26.5% | +9.7% | +28.3% |
| YTD | +24.5% | -10.9% | +35.4% | +24.0% |
| 1Y | +198.0% | -29.2% | +227.2% | +207.0% |
| All | +429.0% | -11.0% | +440.0% | +394.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling