+9.3%
CAT vs ARWR
+17.3%
-8.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.0% |
| 7D | +7.4% | -17.8% | +25.3% | +10.0% |
| 30D | -19.7% | -18.1% | -1.5% | -17.7% |
| 3M | -29.6% | -44.2% | +14.6% | -23.3% |
| 6M | -33.2% | -38.6% | +5.4% | -28.8% |
| YTD | +5.7% | -28.0% | +33.7% | +9.3% |
| 1Y | +9.3% | +16.1% | -6.8% | +10.8% |
| All | +9.3% | +17.3% | -8.0% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling