+102.5%
CFG vs ARWR
+28.5%
+74.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.5% | +1.7% | -0.1% | +1.3% |
| 30D | -3.8% | -0.7% | -3.2% | -3.8% |
| 3M | +11.5% | +14.9% | -3.4% | +8.4% |
| 6M | +19.2% | +32.6% | -13.4% | +12.7% |
| YTD | +23.7% | +30.0% | -6.3% | +17.0% |
| 1Y | +38.8% | +208.4% | -169.5% | +12.5% |
| 3Y | +178.9% | +208.8% | -29.9% | +109.0% |
| All | +102.5% | +28.5% | +74.1% | +58.8% |
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