-21.5%
CG vs ARWR
-34.9%
+13.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +0.2% | -17.8% | +18.0% | +4.0% |
| 30D | +11.2% | -18.1% | +29.3% | +15.6% |
| 3M | -22.1% | -44.2% | +22.1% | -12.2% |
| 6M | -17.9% | -38.6% | +20.7% | -10.4% |
| YTD | -31.3% | -28.0% | -3.3% | -28.4% |
| 1Y | -24.0% | +16.1% | -40.1% | -30.3% |
| 3Y | +45.0% | +84.0% | -39.0% | +4.8% |
| All | -21.5% | -34.9% | +13.4% | -32.8% |
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