+187.6%
CFG vs ARWR
+81.3%
+106.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +0.7% | -17.7% | +18.4% | +3.2% |
| 30D | +2.8% | -21.9% | +24.7% | +6.1% |
| 3M | -10.1% | -44.5% | +34.4% | -2.8% |
| 6M | +3.2% | -32.6% | +35.8% | +7.7% |
| YTD | +14.2% | -26.2% | +40.4% | +16.8% |
| 1Y | +27.4% | +23.0% | +4.4% | +19.3% |
| 3Y | +187.6% | +81.8% | +105.8% | +130.1% |
| All | +187.6% | +81.3% | +106.3% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling