+69.3%
CCI vs ARWR
+1,024.2%
-955.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.2% |
| 7D | +2.5% | -17.8% | +20.4% | +3.7% |
| 30D | +14.4% | -18.1% | +32.6% | +15.7% |
| 3M | +21.7% | -44.2% | +65.9% | +25.9% |
| 6M | +4.0% | -38.6% | +42.7% | +6.7% |
| YTD | +6.2% | -28.0% | +34.2% | +7.5% |
| 1Y | +5.4% | +16.1% | -10.7% | +3.0% |
| 3Y | +11.7% | +84.0% | -72.2% | +2.9% |
| 5Y | -35.6% | -35.4% | -0.2% | -38.3% |
| All | +69.3% | +1,024.2% | -955.0% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling