+382.1%
CAG vs ARWR
-97.0%
+479.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.8% | +1.7% | -5.5% | -3.8% |
| 30D | +3.1% | -0.7% | +3.8% | +3.1% |
| 3M | +23.5% | +14.9% | +8.6% | +23.4% |
| 6M | -14.8% | +32.6% | -47.5% | -14.9% |
| YTD | -5.4% | +30.0% | -35.5% | -5.5% |
| 1Y | -11.8% | +208.4% | -220.2% | -12.1% |
| 3Y | -36.7% | +208.8% | -245.5% | -36.9% |
| 5Y | -40.3% | +27.8% | -68.1% | -40.5% |
| 10Y | -37.0% | +1,107.6% | -1,144.6% | -37.7% |
| All | +382.1% | -97.0% | +479.1% | +382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling