+5,899.6%
CAH vs ARWR
-98.4%
+5,998.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.3% |
| 7D | +3.9% | -17.9% | +21.8% | +3.9% |
| 30D | +16.0% | -18.9% | +34.9% | +16.1% |
| 3M | +19.1% | -46.0% | +65.0% | +19.3% |
| 6M | +53.0% | -40.3% | +93.4% | +53.3% |
| YTD | +36.6% | -29.0% | +65.6% | +36.7% |
| 1Y | +37.4% | +13.8% | +23.6% | +37.3% |
| 3Y | +178.8% | +74.9% | +104.0% | +177.7% |
| 5Y | +498.6% | -36.2% | +534.8% | +497.4% |
| 10Y | +413.1% | +1,028.0% | -614.9% | +407.0% |
| All | +5,899.6% | -98.4% | +5,998.0% | +5,871.2% |
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 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