+362.4%
CFG vs ARWR
+472.5%
-110.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 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% | +9.2% |
| 6M | +19.2% | +32.6% | -13.4% | +14.4% |
| YTD | +23.7% | +30.0% | -6.3% | +18.8% |
| 1Y | +38.8% | +208.4% | -169.5% | +19.3% |
| 3Y | +178.9% | +208.8% | -29.9% | +128.8% |
| 5Y | +101.8% | +27.8% | +74.0% | +75.3% |
| 10Y | +317.3% | +1,107.6% | -790.3% | +193.0% |
| All | +362.4% | +472.5% | -110.2% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling