+7,229.1%
CB vs ARWR
-98.0%
+7,327.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -0.7% |
| 7D | +2.6% | -5.0% | +7.6% | +2.6% |
| 30D | +11.2% | -6.6% | +17.8% | +11.2% |
| 3M | +5.7% | -33.9% | +39.6% | +5.9% |
| 6M | +15.9% | -23.3% | +39.2% | +16.0% |
| YTD | +20.2% | -13.5% | +33.6% | +20.2% |
| 1Y | +32.4% | +42.5% | -10.2% | +32.1% |
| 3Y | +75.5% | +104.1% | -28.6% | +74.5% |
| 5Y | +105.5% | -28.8% | +134.3% | +104.9% |
| 10Y | +258.5% | +911.6% | -653.1% | +252.8% |
| All | +7,229.1% | -98.0% | +7,327.1% | +6,930.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling