-90.0%
CDE vs ARWR
-97.0%
+7.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.5% | +1.7% | -1.2% | +0.5% |
| 30D | +21.9% | -0.7% | +22.5% | +21.9% |
| 3M | +14.9% | +14.9% | +0.1% | +14.9% |
| 6M | -10.5% | +32.6% | -43.1% | -10.6% |
| YTD | +19.3% | +30.0% | -10.8% | +19.1% |
| 1Y | +50.8% | +208.4% | -157.5% | +50.0% |
| 3Y | +782.3% | +208.8% | +573.5% | +776.1% |
| 5Y | +191.7% | +27.8% | +163.9% | +190.2% |
| 10Y | +57.6% | +1,107.6% | -1,049.9% | +56.3% |
| All | -90.0% | -97.0% | +7.1% | -86.6% |
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