+11.2%
CARR vs ARWR
+77.5%
-66.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.1% |
| 7D | +2.2% | -17.9% | +20.1% | +4.3% |
| 30D | -0.8% | -18.9% | +18.1% | +1.4% |
| 3M | -13.4% | -46.0% | +32.5% | -7.4% |
| 6M | -16.4% | -40.3% | +23.9% | -12.0% |
| YTD | +4.5% | -29.0% | +33.5% | +7.3% |
| 1Y | -1.4% | +13.8% | -15.2% | -5.1% |
| All | +11.2% | +77.5% | -66.2% | -5.3% |
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