+16,380.8%
CAT vs ARWR
-97.0%
+16,477.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +1.7% | +1.7% | 0.0% | +1.7% |
| 30D | -6.6% | -0.7% | -5.9% | -6.6% |
| 3M | -13.3% | +14.9% | -28.2% | -13.4% |
| 6M | +11.6% | +32.6% | -21.0% | +11.4% |
| YTD | +42.9% | +30.0% | +12.9% | +42.7% |
| 1Y | +95.4% | +208.4% | -112.9% | +94.0% |
| 3Y | +196.6% | +208.8% | -12.2% | +193.7% |
| 5Y | +321.7% | +27.8% | +293.8% | +318.8% |
| 10Y | +1,140.8% | +1,107.6% | +33.2% | +1,113.7% |
| All | +16,380.8% | -97.0% | +16,477.8% | +16,007.5% |
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