+61.5%
CF vs ARWR
+105.6%
-44.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.7% |
| 7D | -3.2% | -2.9% | -0.3% | -3.1% |
| 30D | +4.3% | -5.4% | +9.7% | +4.4% |
| 3M | +2.8% | -32.2% | +35.0% | +4.1% |
| 6M | +0.6% | -26.5% | +27.1% | +1.3% |
| YTD | +56.6% | -12.4% | +69.0% | +56.4% |
| 1Y | +49.6% | +46.9% | +2.7% | +43.2% |
| 3Y | +61.5% | +116.0% | -54.5% | +44.1% |
| All | +61.5% | +105.6% | -44.1% | +44.1% |
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 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