+339.3%
CCL vs ARWR
-98.0%
+437.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | +3.1% | -2.9% | +6.0% | +3.2% |
| 30D | +13.7% | -5.4% | +19.1% | +13.7% |
| 3M | +3.8% | -32.2% | +36.0% | +4.1% |
| 6M | +9.3% | -26.5% | +35.8% | +9.5% |
| YTD | -1.1% | -12.4% | +11.3% | -1.0% |
| 1Y | +14.6% | +46.9% | -32.3% | +14.2% |
| 3Y | +146.4% | +116.0% | +30.4% | +144.2% |
| 5Y | +21.9% | -28.0% | +49.8% | +21.4% |
| 10Y | -29.4% | +923.9% | -953.4% | -30.5% |
| All | +339.3% | -98.0% | +437.3% | +403.1% |
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 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