+411.8%
CAH vs ARWR
+1,021.8%
-610.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +5.9% | -19.9% | +25.9% | +7.1% |
| 30D | +16.5% | -18.7% | +35.3% | +17.7% |
| 3M | +15.7% | -44.7% | +60.4% | +19.2% |
| 6M | +52.7% | -36.5% | +89.2% | +55.7% |
| YTD | +36.3% | -25.7% | +61.9% | +37.3% |
| 1Y | +36.7% | +18.9% | +17.8% | +33.6% |
| 3Y | +178.2% | +83.1% | +95.1% | +157.2% |
| 5Y | +515.8% | -34.9% | +550.6% | +494.3% |
| 10Y | +411.8% | +1,080.9% | -669.0% | +301.3% |
| All | +411.8% | +1,021.8% | -610.0% | +301.3% |
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