+32.3%
CCJ vs ARWR
+200.0%
-167.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | +5.9% | +2.9% | +3.1% | +5.3% |
| 30D | +4.7% | -2.9% | +7.6% | +5.3% |
| 3M | -3.3% | +15.2% | -18.5% | -6.1% |
| 6M | -7.0% | +42.3% | -49.3% | -12.3% |
| YTD | +11.5% | +28.2% | -16.7% | +6.1% |
| 1Y | +32.3% | +213.2% | -181.0% | +49.6% |
| All | +32.3% | +200.0% | -167.7% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling