+421.5%
CARR vs ARWR
+300.0%
+121.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.8% | -4.0% | +0.3% | -3.2% |
| 30D | -8.9% | -5.0% | -3.9% | -8.3% |
| 3M | -17.3% | +11.3% | -28.7% | -18.9% |
| 6M | -1.4% | +42.6% | -44.0% | -6.9% |
| YTD | +10.0% | +24.8% | -14.8% | +5.4% |
| 1Y | -6.4% | +178.8% | -185.1% | -20.8% |
| 3Y | +1.5% | +183.3% | -181.8% | -19.9% |
| 5Y | +9.3% | +29.5% | -20.2% | -9.0% |
| All | +421.5% | +300.0% | +121.5% | +248.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling