+248.2%
CB vs ARWR
+906.2%
-658.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | +0.2% | -2.9% | +3.2% | +0.4% |
| 30D | +9.1% | -5.4% | +14.5% | +9.3% |
| 3M | +3.4% | -32.2% | +35.7% | +5.0% |
| 6M | +14.1% | -26.5% | +40.6% | +15.1% |
| YTD | +18.0% | -12.4% | +30.4% | +17.9% |
| 1Y | +30.1% | +46.9% | -16.7% | +26.5% |
| 3Y | +71.8% | +116.0% | -44.2% | +59.8% |
| 5Y | +101.8% | -28.0% | +129.8% | +95.0% |
| All | +248.2% | +906.2% | -658.0% | +207.4% |
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 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