+22.5%
CCI vs ARWR
+978.7%
-956.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.9% |
| 7D | -0.3% | -3.2% | +2.9% | -0.1% |
| 30D | +2.1% | -6.5% | +8.6% | +2.5% |
| 3M | -17.8% | +12.7% | -30.5% | -18.7% |
| 6M | -14.2% | +36.2% | -50.4% | -16.3% |
| YTD | -13.3% | +24.5% | -37.8% | -15.1% |
| 1Y | -16.6% | +198.0% | -214.6% | -23.3% |
| 3Y | -10.8% | +176.4% | -187.2% | -19.9% |
| 5Y | -50.3% | +26.6% | -76.9% | -54.2% |
| 10Y | +22.5% | +1,054.1% | -1,031.5% | +0.6% |
| All | +22.5% | +978.7% | -956.2% | +0.6% |
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