+74.9%
CB vs ARWR
+103.1%
-28.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -0.7% |
| 7D | +2.6% | -5.0% | +7.6% | +2.5% |
| 30D | +11.2% | -6.6% | +17.8% | +11.2% |
| 3M | +5.7% | -33.9% | +39.6% | +5.5% |
| 6M | +15.9% | -23.3% | +39.2% | +15.7% |
| YTD | +20.2% | -13.5% | +33.6% | +19.9% |
| 1Y | +32.4% | +42.5% | -10.2% | +31.7% |
| All | +74.9% | +103.1% | -28.2% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling