+290.3%
CG vs ARWR
+906.2%
-615.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -1.2% | -2.9% | +1.7% | -0.7% |
| 30D | +5.0% | -5.4% | +10.4% | +6.0% |
| 3M | -18.2% | -32.2% | +14.0% | -13.2% |
| 6M | -20.7% | -26.5% | +5.8% | -17.6% |
| YTD | -31.4% | -12.4% | -19.0% | -31.1% |
| 1Y | -22.3% | +46.9% | -69.1% | -28.8% |
| 3Y | +50.2% | +116.0% | -65.8% | +21.1% |
| 5Y | -22.1% | -28.0% | +5.9% | -29.5% |
| All | +290.3% | +906.2% | -615.9% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling