+341.4%
CG vs ARWR
+1,075.6%
-734.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.9% |
| 7D | -1.3% | +2.9% | -4.1% | -1.7% |
| 30D | -3.2% | -2.9% | -0.3% | -2.8% |
| 3M | +6.2% | +15.2% | -9.0% | +3.1% |
| 6M | -4.7% | +42.3% | -46.9% | -10.9% |
| YTD | -20.6% | +28.2% | -48.8% | -24.8% |
| 1Y | -26.4% | +213.2% | -239.6% | -40.3% |
| 3Y | +55.4% | +184.6% | -129.3% | +19.8% |
| 5Y | +9.8% | +29.2% | -19.4% | -8.7% |
| 10Y | +341.4% | +1,012.5% | -671.2% | +190.3% |
| All | +341.4% | +1,075.6% | -734.2% | +190.3% |
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