+11,136.9%
CAT vs ARWR
-98.0%
+11,234.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.8% | +0.4% | -6.3% |
| 7D | -14.5% | -5.0% | -9.5% | -14.5% |
| 30D | -35.7% | -6.6% | -29.1% | -35.7% |
| 3M | -36.3% | -33.9% | -2.4% | -36.1% |
| 6M | -38.5% | -23.3% | -15.2% | -38.5% |
| YTD | -2.5% | -13.5% | +10.9% | -2.5% |
| 1Y | -1.9% | +42.5% | -44.4% | -2.2% |
| 3Y | +139.2% | +104.1% | +35.1% | +137.5% |
| 5Y | +192.1% | -28.8% | +221.0% | +191.1% |
| 10Y | +732.3% | +911.6% | -179.3% | +715.5% |
| All | +11,136.9% | -98.0% | +11,234.9% | +10,909.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling