-38.3%
CAG vs ARWR
+1,024.2%
-1,062.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | -3.3% | -17.8% | +14.5% | -2.9% |
| 30D | +7.7% | -18.1% | +25.8% | +8.2% |
| 3M | -3.2% | -44.2% | +41.0% | -1.8% |
| 6M | +7.0% | -38.6% | +45.6% | +8.1% |
| YTD | -9.0% | -28.0% | +19.1% | -8.6% |
| 1Y | -9.6% | +16.1% | -25.7% | -10.8% |
| 3Y | -36.0% | +84.0% | -120.0% | -38.7% |
| 5Y | -40.9% | -35.4% | -5.5% | -42.2% |
| All | -38.3% | +1,024.2% | -1,062.5% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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