+579.5%
CEG vs ARWR
-11.3%
+590.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +11.8% | -19.9% | +31.7% | +14.4% |
| 30D | -6.5% | -18.7% | +12.2% | -4.6% |
| 3M | -1.2% | -44.7% | +43.5% | +5.7% |
| 6M | -8.0% | -36.5% | +28.5% | -3.6% |
| YTD | -21.9% | -25.7% | +3.8% | -20.0% |
| 1Y | -21.4% | +18.9% | -40.4% | -24.4% |
| 3Y | +130.0% | +83.1% | +46.9% | +97.1% |
| All | +579.5% | -11.3% | +590.8% | +474.7% |
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