+280.5%
CG vs ARWR
+949.8%
-669.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -1.2% | -2.9% | +1.7% | -0.8% |
| 30D | +5.0% | -5.4% | +10.4% | +5.8% |
| 3M | -18.2% | -32.2% | +14.0% | -13.9% |
| 6M | -20.7% | -26.5% | +5.8% | -18.1% |
| YTD | -31.4% | -12.4% | -19.0% | -31.1% |
| 1Y | -22.3% | +46.9% | -69.1% | -27.8% |
| 3Y | +50.2% | +116.0% | -65.8% | +25.5% |
| 5Y | -22.1% | -28.0% | +5.9% | -28.0% |
| 10Y | +295.5% | +923.9% | -628.4% | +159.1% |
| All | +280.5% | +949.8% | -669.3% | +159.4% |
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