+568.0%
CF vs ARWR
+906.2%
-338.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -3.2% | -2.9% | -0.3% | -3.0% |
| 30D | +4.3% | -5.4% | +9.7% | +4.6% |
| 3M | +2.8% | -32.2% | +35.0% | +5.5% |
| 6M | +0.6% | -26.5% | +27.1% | +2.3% |
| YTD | +56.6% | -12.4% | +69.0% | +56.1% |
| 1Y | +49.6% | +46.9% | +2.7% | +42.1% |
| 3Y | +61.5% | +116.0% | -54.5% | +42.6% |
| 5Y | +124.0% | -28.0% | +151.9% | +111.1% |
| All | +568.0% | +906.2% | -338.3% | +441.4% |
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