+518.2%
CEG vs ARWR
+4.5%
+513.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | -4.7% | -2.9% | -1.8% | -4.4% |
| 30D | -16.6% | -5.4% | -11.2% | -16.0% |
| 3M | -4.1% | -32.2% | +28.1% | +0.4% |
| 6M | -22.3% | -26.5% | +4.2% | -19.7% |
| YTD | -28.9% | -12.4% | -16.5% | -28.3% |
| 1Y | -28.5% | +46.9% | -75.3% | -32.6% |
| 3Y | +104.3% | +116.0% | -11.7% | +72.3% |
| All | +518.2% | +4.5% | +513.7% | +414.7% |
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 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