+639.7%
CEG vs ARWR
+53.0%
+586.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.2% |
| 7D | +6.7% | +2.9% | +3.8% | +6.3% |
| 30D | +11.0% | -2.9% | +13.9% | +11.4% |
| 3M | +19.5% | +15.2% | +4.3% | +17.1% |
| 6M | -5.9% | +42.3% | -48.1% | -10.3% |
| YTD | -15.0% | +28.2% | -43.2% | -18.1% |
| 1Y | +0.6% | +213.2% | -212.6% | -13.7% |
| 3Y | +180.6% | +184.6% | -4.0% | +128.6% |
| All | +639.7% | +53.0% | +586.7% | +488.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling