+27.2%
CB vs ARWR
+20.5%
+6.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.3% | +14.9% | -1.0% |
| 7D | -1.5% | -17.3% | +15.8% | -2.1% |
| 30D | +6.5% | -21.5% | +28.1% | +5.7% |
| 3M | +4.1% | -43.8% | +47.9% | +2.0% |
| 6M | +14.4% | -32.3% | +46.7% | +13.0% |
| YTD | +17.5% | -25.8% | +43.3% | +16.1% |
| All | +27.2% | +20.5% | +6.7% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling