+213.4%
CAT vs ARWR
-36.3%
+249.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | +1.7% | -19.9% | +21.7% | +4.4% |
| 30D | -24.6% | -18.7% | -5.8% | -22.8% |
| 3M | -28.5% | -44.7% | +16.2% | -23.2% |
| 6M | -34.8% | -36.5% | +1.7% | -31.6% |
| YTD | +5.9% | -25.7% | +31.6% | +8.6% |
| 1Y | +6.8% | +18.9% | -12.1% | +2.7% |
| 3Y | +161.1% | +83.1% | +78.0% | +124.7% |
| 5Y | +213.4% | -34.9% | +248.3% | +173.2% |
| All | +213.4% | -36.3% | +249.7% | +173.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling