+7.7%
CARR vs ARWR
+26.4%
-18.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | -4.1% | -4.3% | +0.2% | -3.5% |
| 30D | -11.0% | -7.3% | -3.7% | -10.0% |
| 3M | -16.4% | +17.0% | -33.4% | -18.7% |
| 6M | -2.4% | +39.8% | -42.2% | -7.9% |
| YTD | +8.4% | +24.7% | -16.2% | +3.6% |
| 1Y | -8.0% | +186.5% | -194.4% | -23.7% |
| 3Y | +0.6% | +176.8% | -176.2% | -22.3% |
| 5Y | +7.7% | +29.3% | -21.6% | -14.1% |
| All | +7.7% | +26.4% | -18.6% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling