+4,981.1%
CF vs ARWR
+124.2%
+4,856.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -4.6% |
| 7D | -6.9% | +2.4% | -9.3% | -7.0% |
| 30D | -3.7% | -1.1% | -2.6% | -3.7% |
| 3M | -5.0% | -31.2% | +26.2% | -2.6% |
| 6M | -10.5% | -19.3% | +8.8% | -9.6% |
| YTD | +46.5% | -7.1% | +53.7% | +45.5% |
| 1Y | +34.8% | +62.9% | -28.1% | +27.7% |
| 3Y | +46.7% | +119.0% | -72.3% | +31.3% |
| 5Y | +112.0% | -24.4% | +136.4% | +100.2% |
| 10Y | +529.7% | +985.4% | -455.7% | +348.6% |
| All | +4,981.1% | +124.2% | +4,856.9% | +3,402.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling