-73.9%
CAPR vs ARWR
-25.6%
-48.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.8% | +3.2% | -0.3% |
| 7D | +29.7% | -5.0% | +34.7% | +33.0% |
| 30D | +11.0% | -6.6% | +17.6% | +14.8% |
| 3M | +118.8% | -33.9% | +152.7% | +162.3% |
| 6M | -73.9% | -23.3% | -50.6% | -71.2% |
| All | -73.9% | -25.6% | -48.3% | -71.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling