+639.5%
CEG vs ARWR
+55.2%
+584.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +8.0% | +1.7% | +6.3% | +7.8% |
| 30D | +12.9% | -0.7% | +13.6% | +13.0% |
| 3M | +13.2% | +14.9% | -1.7% | +10.9% |
| 6M | -7.0% | +32.6% | -39.6% | -10.6% |
| YTD | -15.0% | +30.0% | -45.0% | -18.2% |
| 1Y | -2.7% | +208.4% | -211.1% | -16.4% |
| 3Y | +184.1% | +208.8% | -24.7% | +129.0% |
| All | +639.5% | +55.2% | +584.3% | +487.2% |
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 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