+395.6%
CARR vs ARWR
+127.7%
+267.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.2% |
| 7D | +2.2% | -17.9% | +20.1% | +4.7% |
| 30D | -0.8% | -18.9% | +18.1% | +1.8% |
| 3M | -13.4% | -46.0% | +32.5% | -6.3% |
| 6M | -16.4% | -40.3% | +23.9% | -11.2% |
| YTD | +4.5% | -29.0% | +33.5% | +7.7% |
| 1Y | -1.4% | +13.8% | -15.2% | -5.7% |
| 3Y | +10.0% | +74.9% | -64.9% | -7.6% |
| 5Y | +4.2% | -36.2% | +40.4% | -5.1% |
| All | +395.6% | +127.7% | +267.9% | +256.3% |
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 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