+219.8%
CFG vs ARWR
+1,021.8%
-802.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | -0.8% | -19.9% | +19.1% | +1.8% |
| 30D | +3.1% | -18.7% | +21.9% | +5.6% |
| 3M | -9.7% | -44.7% | +35.0% | -3.2% |
| 6M | +6.7% | -36.5% | +43.2% | +11.8% |
| YTD | +15.2% | -25.7% | +40.8% | +17.7% |
| 1Y | +28.8% | +18.9% | +9.8% | +23.0% |
| 3Y | +190.1% | +83.1% | +107.0% | +148.3% |
| 5Y | +63.4% | -34.9% | +98.2% | +51.5% |
| 10Y | +219.8% | +1,080.9% | -861.1% | +143.2% |
| All | +219.8% | +1,021.8% | -802.1% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling