+122.4%
CF vs ARWR
-29.8%
+152.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.8% | +13.0% | +6.5% |
| 7D | +0.4% | -5.0% | +5.4% | +0.6% |
| 30D | +2.2% | -6.6% | +8.8% | +2.4% |
| 3M | +2.1% | -33.9% | +36.0% | +3.9% |
| 6M | -6.5% | -23.3% | +16.8% | -5.8% |
| YTD | +55.6% | -13.5% | +69.0% | +55.3% |
| 1Y | +42.3% | +42.5% | -0.2% | +36.6% |
| 3Y | +55.7% | +104.1% | -48.4% | +40.3% |
| 5Y | +122.4% | -28.8% | +151.2% | +117.6% |
| All | +122.4% | -29.8% | +152.2% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling