+214.7%
CAPR vs ARWR
+105.6%
+109.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.4% | +3.8% |
| 7D | +41.1% | -2.9% | +44.0% | +44.0% |
| 30D | +11.1% | -5.4% | +16.5% | +15.6% |
| 3M | +115.3% | -32.2% | +147.5% | +183.0% |
| 6M | -73.8% | -26.5% | -47.3% | -68.8% |
| YTD | -68.8% | -12.4% | -56.4% | -68.5% |
| 1Y | +43.3% | +46.9% | -3.6% | +20.1% |
| 3Y | +214.7% | +116.0% | +98.7% | +113.9% |
| All | +214.7% | +105.6% | +109.1% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling