-98.1%
CAPR vs ARWR
+45.1%
-143.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.8% | +3.2% | -2.6% |
| 7D | +29.7% | -5.0% | +34.7% | +30.7% |
| 30D | +11.0% | -6.6% | +17.6% | +12.1% |
| 3M | +118.8% | -33.9% | +152.7% | +132.4% |
| 6M | -73.9% | -23.3% | -50.6% | -73.0% |
| YTD | -70.2% | -13.5% | -56.8% | -69.7% |
| 1Y | +38.3% | +42.5% | -4.3% | +34.2% |
| 3Y | +199.7% | +104.1% | +95.5% | +175.1% |
| 5Y | +130.6% | -28.8% | +159.4% | +124.3% |
| 10Y | -68.5% | +911.6% | -980.1% | -74.3% |
| All | -98.1% | +45.1% | -143.2% | -98.8% |
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