+216.8%
CAPR vs ARWR
+81.3%
+135.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.5% | -9.6% |
| 7D | +7.6% | -17.7% | +25.3% | +20.4% |
| 30D | +13.3% | -21.9% | +35.2% | +31.7% |
| 3M | +130.4% | -44.5% | +174.9% | +240.1% |
| 6M | -70.8% | -32.6% | -38.2% | -64.1% |
| YTD | -69.3% | -26.2% | -43.1% | -65.8% |
| 1Y | +59.5% | +23.0% | +36.6% | +47.5% |
| 3Y | +216.8% | +81.8% | +135.0% | +137.5% |
| All | +216.8% | +81.3% | +135.5% | +137.5% |
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 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