+104.2%
CB vs ARWR
-39.6%
+143.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.6% |
| 7D | +0.7% | -17.7% | +18.4% | +1.1% |
| 30D | +8.2% | -21.9% | +30.1% | +8.8% |
| 3M | +6.3% | -44.5% | +50.8% | +7.8% |
| 6M | +16.2% | -32.6% | +48.8% | +17.0% |
| YTD | +19.3% | -26.2% | +45.5% | +19.6% |
| 1Y | +29.2% | +23.0% | +6.3% | +26.8% |
| 3Y | +71.4% | +81.8% | -10.3% | +61.2% |
| 5Y | +104.2% | -36.0% | +140.3% | +91.4% |
| All | +104.2% | -39.6% | +143.9% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling