+5,967.0%
CF vs ARWR
+214.0%
+5,753.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.6% |
| 6M | +28.5% | +32.6% | -4.1% | +24.9% |
| YTD | +74.9% | +30.0% | +44.9% | +70.0% |
| 1Y | +61.7% | +208.4% | -146.7% | +46.1% |
| 3Y | +80.3% | +208.8% | -128.5% | +57.6% |
| 5Y | +226.0% | +27.8% | +198.2% | +196.4% |
| 10Y | +569.9% | +1,107.6% | -537.7% | +374.3% |
| All | +5,967.0% | +214.0% | +5,753.0% | +3,990.4% |
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