+406.1%
CAH vs ARWR
+1,009.4%
-603.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.5% |
| 7D | +3.9% | -17.9% | +21.8% | +4.9% |
| 30D | +16.0% | -18.9% | +34.9% | +17.2% |
| 3M | +19.1% | -46.0% | +65.0% | +22.8% |
| 6M | +53.0% | -40.3% | +93.4% | +56.6% |
| YTD | +36.6% | -29.0% | +65.6% | +38.0% |
| 1Y | +37.4% | +13.8% | +23.6% | +34.5% |
| 3Y | +178.8% | +74.9% | +104.0% | +158.5% |
| 5Y | +498.6% | -36.2% | +534.8% | +478.2% |
| All | +406.1% | +1,009.4% | -603.3% | +298.2% |
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