+73.0%
CF vs ARWR
+211.2%
-138.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.2% |
| 6M | +28.5% | +32.6% | -4.1% | +26.7% |
| YTD | +74.9% | +30.0% | +44.9% | +72.3% |
| 1Y | +61.7% | +208.4% | -146.7% | +48.3% |
| All | +73.0% | +211.2% | -138.2% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling