+577.4%
CF vs ARWR
+1,117.8%
-540.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | +6.0% | +1.7% | +4.3% | +5.9% |
| 30D | +14.8% | -0.7% | +15.5% | +14.8% |
| 3M | +14.1% | +14.9% | -0.8% | +12.5% |
| 6M | +28.5% | +32.6% | -4.1% | +24.7% |
| YTD | +74.9% | +30.0% | +44.9% | +69.6% |
| 1Y | +61.7% | +208.4% | -146.7% | +44.2% |
| 3Y | +80.3% | +208.8% | -128.5% | +54.5% |
| 5Y | +226.0% | +27.8% | +198.2% | +192.9% |
| All | +577.4% | +1,117.8% | -540.3% | +438.1% |
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