+593.1%
CEG vs ARWR
-14.1%
+607.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +12.1% | -17.8% | +29.9% | +14.3% |
| 30D | +0.2% | -18.1% | +18.4% | +2.2% |
| 3M | +0.7% | -44.2% | +44.9% | +7.5% |
| 6M | +2.2% | -38.6% | +40.9% | +7.5% |
| YTD | -20.3% | -28.0% | +7.7% | -18.1% |
| 1Y | -16.1% | +16.1% | -32.2% | -19.0% |
| 3Y | +134.7% | +84.0% | +50.7% | +100.9% |
| All | +593.1% | -14.1% | +607.2% | +488.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling