+674.0%
CAT vs ARWR
+1,055.7%
-381.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -6.3% | -17.7% | +11.4% | -4.7% |
| 30D | -26.8% | -21.9% | -4.9% | -25.1% |
| 3M | -30.0% | -44.5% | +14.5% | -26.0% |
| 6M | -34.6% | -32.6% | -2.0% | -32.4% |
| YTD | +2.9% | -26.2% | +29.1% | +5.1% |
| 1Y | +3.3% | +23.0% | -19.7% | -0.3% |
| 3Y | +153.7% | +81.8% | +71.9% | +126.3% |
| 5Y | +207.3% | -36.0% | +243.3% | +190.9% |
| 10Y | +674.0% | +1,039.5% | -365.5% | +490.2% |
| All | +674.0% | +1,055.7% | -381.6% | +490.2% |
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