-37.6%
CAG vs ARWR
+173.2%
-210.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.9% |
| 7D | -6.6% | -3.2% | -3.4% | -6.6% |
| 30D | +2.3% | -6.5% | +8.8% | +2.4% |
| 3M | +16.3% | +12.7% | +3.6% | +15.9% |
| 6M | -16.0% | +36.2% | -52.2% | -16.9% |
| YTD | -7.7% | +24.5% | -32.2% | -8.4% |
| 1Y | -16.0% | +198.0% | -214.0% | -19.2% |
| All | -37.6% | +173.2% | -210.7% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling