+208.5%
CFG vs ARWR
+1,024.2%
-815.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +3.2% | -17.8% | +21.0% | +5.5% |
| 30D | +5.1% | -18.1% | +23.3% | +7.5% |
| 3M | -11.2% | -44.2% | +32.9% | -4.9% |
| 6M | +9.6% | -38.6% | +48.2% | +15.3% |
| YTD | +15.0% | -28.0% | +43.0% | +17.9% |
| 1Y | +29.9% | +16.1% | +13.7% | +24.4% |
| 3Y | +192.1% | +84.0% | +108.1% | +150.0% |
| 5Y | +62.3% | -35.4% | +97.7% | +50.7% |
| All | +208.5% | +1,024.2% | -815.7% | +135.4% |
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 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