+216.8%
CB vs ARWR
+1,075.6%
-858.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | -0.6% | +2.9% | -3.5% | -0.7% |
| 30D | -3.9% | -2.9% | -1.0% | -3.8% |
| 3M | +4.9% | +15.2% | -10.3% | +4.1% |
| 6M | +3.3% | +42.3% | -39.0% | +1.3% |
| YTD | +8.5% | +28.2% | -19.7% | +6.8% |
| 1Y | +22.1% | +213.2% | -191.2% | +14.6% |
| 3Y | +70.1% | +184.6% | -114.5% | +56.7% |
| 5Y | +97.4% | +29.2% | +68.1% | +85.7% |
| 10Y | +216.8% | +1,012.5% | -795.7% | +180.8% |
| All | +216.8% | +1,075.6% | -858.7% | +180.8% |
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