+712.5%
CAT vs ARWR
+921.6%
-209.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -15.3% | +22.5% | +8.8% |
| 7D | -2.4% | -17.3% | +14.9% | -0.7% |
| 30D | -25.0% | -21.5% | -3.5% | -23.3% |
| 3M | -28.7% | -43.8% | +15.1% | -24.7% |
| 6M | -33.0% | -32.3% | -0.7% | -30.8% |
| YTD | +5.4% | -25.8% | +31.3% | +7.6% |
| 1Y | +7.3% | +25.5% | -18.3% | +3.3% |
| 3Y | +166.0% | +84.1% | +81.9% | +137.0% |
| 5Y | +210.1% | -39.2% | +249.3% | +194.8% |
| 10Y | +712.5% | +1,072.4% | -359.9% | +519.7% |
| All | +712.5% | +921.6% | -209.1% | +519.7% |
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