+71.6%
CB vs ARWR
+79.9%
-8.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.3% | +14.9% | -0.5% |
| 7D | -1.5% | -17.3% | +15.8% | -1.6% |
| 30D | +6.5% | -21.5% | +28.1% | +6.4% |
| 3M | +4.1% | -43.8% | +47.9% | +3.7% |
| 6M | +14.4% | -32.3% | +46.7% | +14.1% |
| YTD | +17.5% | -25.8% | +43.3% | +17.1% |
| 1Y | +27.5% | +25.5% | +2.0% | +26.7% |
| 3Y | +71.6% | +84.1% | -12.5% | +68.3% |
| All | +71.6% | +79.9% | -8.3% | +68.3% |
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 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