+5,219.4%
CAH vs ARWR
-97.0%
+5,316.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +5.4% | +1.7% | +3.7% | +5.4% |
| 30D | +3.3% | -0.7% | +4.0% | +3.3% |
| 3M | +22.8% | +14.9% | +7.9% | +22.7% |
| 6M | +11.3% | +32.6% | -21.4% | +11.1% |
| YTD | +21.1% | +30.0% | -8.9% | +21.0% |
| 1Y | +67.2% | +208.4% | -141.1% | +66.5% |
| 3Y | +195.6% | +208.8% | -13.2% | +193.9% |
| 5Y | +413.8% | +27.8% | +386.0% | +411.7% |
| 10Y | +309.6% | +1,107.6% | -798.0% | +304.3% |
| All | +5,219.4% | -97.0% | +5,316.5% | +5,184.5% |
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