+65.7%
CFG vs ARWR
-39.6%
+105.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +0.7% | -17.7% | +18.4% | +3.4% |
| 30D | +2.8% | -21.9% | +24.7% | +6.3% |
| 3M | -10.1% | -44.5% | +34.4% | -2.3% |
| 6M | +3.2% | -32.6% | +35.8% | +8.0% |
| YTD | +14.2% | -26.2% | +40.4% | +17.1% |
| 1Y | +27.4% | +23.0% | +4.4% | +19.2% |
| 3Y | +187.6% | +81.8% | +105.8% | +132.4% |
| 5Y | +65.7% | -36.0% | +101.7% | +40.2% |
| All | +65.7% | -39.6% | +105.3% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling