+487.0%
CF vs ARWR
+921.6%
-434.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.3% | +15.2% | +1.1% |
| 7D | -0.9% | -17.3% | +16.5% | +0.5% |
| 30D | +6.9% | -21.5% | +28.5% | +8.8% |
| 3M | +4.8% | -43.8% | +48.7% | +9.3% |
| 6M | +4.7% | -32.3% | +36.9% | +7.1% |
| YTD | +56.5% | -25.8% | +82.3% | +57.8% |
| 1Y | +48.4% | +25.5% | +22.9% | +41.9% |
| 3Y | +59.1% | +84.1% | -25.0% | +40.7% |
| 5Y | +109.5% | -39.2% | +148.8% | +99.3% |
| 10Y | +487.0% | +1,072.4% | -585.4% | +358.9% |
| All | +487.0% | +921.6% | -434.6% | +358.9% |
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