-40.1%
CAG vs ARWR
-36.3%
-3.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -1.8% | -19.9% | +18.2% | -1.4% |
| 30D | +9.7% | -18.7% | +28.4% | +10.0% |
| 3M | +0.5% | -44.7% | +45.2% | +1.5% |
| 6M | +8.9% | -36.5% | +45.4% | +9.6% |
| YTD | -8.4% | -25.7% | +17.3% | -8.3% |
| 1Y | -8.3% | +18.9% | -27.2% | -9.7% |
| 3Y | -36.1% | +83.1% | -119.2% | -39.1% |
| 5Y | -40.1% | -34.9% | -5.3% | -44.9% |
| All | -40.1% | -36.3% | -3.9% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling