-19.8%
CEG vs ARWR
+12.4%
-32.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +3.2% |
| 7D | +17.8% | -17.9% | +35.8% | +19.7% |
| 30D | -4.5% | -18.9% | +14.4% | -2.9% |
| 3M | +1.5% | -46.0% | +47.5% | +9.6% |
| 6M | -3.5% | -40.3% | +36.8% | +2.0% |
| YTD | -19.7% | -29.0% | +9.3% | -16.2% |
| 1Y | -19.8% | +13.8% | -33.6% | -17.8% |
| All | -19.8% | +12.4% | -32.2% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling