+33.9%
CCL vs ARWR
-34.9%
+68.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -1.2% | -17.8% | +16.7% | +3.7% |
| 30D | +13.1% | -18.1% | +31.3% | +18.9% |
| 3M | +3.4% | -44.2% | +47.5% | +20.2% |
| 6M | +18.7% | -38.6% | +57.4% | +32.9% |
| YTD | -2.3% | -28.0% | +25.8% | +3.9% |
| 1Y | +14.2% | +16.1% | -1.9% | +4.0% |
| 3Y | +133.6% | +84.0% | +49.6% | +58.5% |
| All | +33.9% | -34.9% | +68.7% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling