+247.9%
CB vs ARWR
+1,009.4%
-761.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.6% |
| 7D | 0.0% | -17.9% | +18.0% | +0.8% |
| 30D | +7.4% | -18.9% | +26.3% | +8.3% |
| 3M | +8.6% | -46.0% | +54.6% | +11.3% |
| 6M | +16.1% | -40.3% | +56.5% | +18.2% |
| YTD | +20.2% | -29.0% | +49.2% | +21.0% |
| 1Y | +27.2% | +13.8% | +13.4% | +24.9% |
| 3Y | +72.7% | +74.9% | -2.2% | +61.7% |
| 5Y | +105.9% | -36.2% | +142.2% | +99.6% |
| All | +247.9% | +1,009.4% | -761.5% | +208.1% |
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