+327.1%
CFG vs ARWR
+212.7%
+114.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.3% |
| 7D | +1.6% | -17.9% | +19.6% | +3.7% |
| 30D | +3.3% | -18.9% | +22.2% | +5.5% |
| 3M | -11.5% | -46.0% | +34.4% | -5.4% |
| 6M | +6.2% | -40.3% | +46.6% | +11.7% |
| YTD | +14.3% | -29.0% | +43.2% | +17.2% |
| 1Y | +26.7% | +13.8% | +12.9% | +22.2% |
| 3Y | +187.8% | +74.9% | +112.9% | +151.5% |
| 5Y | +61.3% | -36.2% | +97.5% | +51.3% |
| 10Y | +217.2% | +1,028.0% | -810.8% | +130.1% |
| All | +327.1% | +212.7% | +114.4% | +201.9% |
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