+7.2%
CCI vs ARWR
+105.6%
-98.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.6% |
| 7D | -0.1% | -2.9% | +2.8% | 0.0% |
| 30D | +28.4% | -5.4% | +33.8% | +28.7% |
| 3M | +20.0% | -32.2% | +52.2% | +21.6% |
| 6M | +0.8% | -26.5% | +27.3% | +1.7% |
| YTD | +3.6% | -12.4% | +16.0% | +3.6% |
| 1Y | +6.1% | +46.9% | -40.8% | +3.5% |
| 3Y | +7.2% | +116.0% | -108.8% | +2.6% |
| All | +7.2% | +105.6% | -98.4% | +2.6% |
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 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