+115.8%
CF vs ARWR
-39.6%
+155.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +4.8% | -17.7% | +22.4% | +5.5% |
| 30D | +9.7% | -21.9% | +31.6% | +10.7% |
| 3M | +1.2% | -44.5% | +45.8% | +3.7% |
| 6M | +7.4% | -32.6% | +40.0% | +8.7% |
| YTD | +60.5% | -26.2% | +86.7% | +61.2% |
| 1Y | +50.7% | +23.0% | +27.8% | +45.5% |
| 3Y | +64.8% | +81.8% | -17.0% | +49.0% |
| 5Y | +115.8% | -36.0% | +151.8% | +107.9% |
| All | +115.8% | -39.6% | +155.4% | +107.9% |
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