+1,134.9%
CAT vs ARWR
+1,117.8%
+17.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +1.7% | +1.7% | 0.0% | +1.5% |
| 30D | -6.6% | -0.7% | -5.9% | -6.5% |
| 3M | -13.3% | +14.9% | -28.2% | -14.7% |
| 6M | +11.6% | +32.6% | -21.0% | +8.1% |
| YTD | +42.9% | +30.0% | +12.9% | +38.6% |
| 1Y | +95.4% | +208.4% | -112.9% | +73.8% |
| 3Y | +196.6% | +208.8% | -12.2% | +153.6% |
| 5Y | +321.7% | +27.8% | +293.8% | +275.7% |
| All | +1,134.9% | +1,117.8% | +17.1% | +838.1% |
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 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