+5,870.5%
CAH vs ARWR
-98.3%
+5,968.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +9.4% | -17.7% | +27.1% | +9.5% |
| 30D | +16.5% | -21.9% | +38.4% | +16.6% |
| 3M | +17.0% | -44.5% | +61.5% | +17.2% |
| 6M | +51.4% | -32.6% | +84.0% | +51.5% |
| YTD | +36.0% | -26.2% | +62.2% | +36.0% |
| 1Y | +36.0% | +23.0% | +13.0% | +35.8% |
| 3Y | +177.5% | +81.8% | +95.7% | +176.3% |
| 5Y | +509.2% | -36.0% | +545.2% | +507.9% |
| 10Y | +408.1% | +1,039.5% | -631.4% | +402.0% |
| All | +5,870.5% | -98.3% | +5,968.8% | +5,841.5% |
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