-0.9%
CCL vs ARWR
+25.7%
-26.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.3% |
| 7D | -4.4% | -3.2% | -1.2% | -3.5% |
| 30D | -18.2% | -6.5% | -11.7% | -16.7% |
| 3M | -17.7% | +12.7% | -30.4% | -21.3% |
| 6M | -13.0% | +36.2% | -49.2% | -21.3% |
| YTD | -24.5% | +24.5% | -48.9% | -30.2% |
| 1Y | -26.9% | +198.0% | -224.9% | -48.7% |
| 3Y | +50.8% | +176.4% | -125.6% | -5.8% |
| 5Y | -0.9% | +26.6% | -27.5% | -26.8% |
| All | -0.9% | +25.7% | -26.6% | -26.8% |
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