+247.3%
CCL vs ARWR
-97.0%
+344.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.0% | +1.7% | -6.7% | -5.1% |
| 30D | -20.3% | -0.7% | -19.7% | -20.3% |
| 3M | -15.1% | +14.9% | -30.0% | -15.3% |
| 6M | -15.1% | +32.6% | -47.7% | -15.3% |
| YTD | -21.8% | +30.0% | -51.8% | -22.0% |
| 1Y | -24.8% | +208.4% | -233.1% | -25.5% |
| 3Y | +51.9% | +208.8% | -156.9% | +50.1% |
| 5Y | +4.0% | +27.8% | -23.8% | +3.3% |
| 10Y | -42.2% | +1,107.6% | -1,149.8% | -43.2% |
| All | +247.3% | -97.0% | +344.4% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling