+150.9%
CI vs ARWR
+1,021.8%
-870.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -1.3% | -19.9% | +18.6% | 0.0% |
| 30D | +6.4% | -18.7% | +25.1% | +7.7% |
| 3M | +10.7% | -44.7% | +55.4% | +14.7% |
| 6M | +5.5% | -36.5% | +42.0% | +8.0% |
| YTD | +11.4% | -25.7% | +37.0% | +12.4% |
| 1Y | +15.0% | +18.9% | -3.9% | +11.9% |
| 3Y | +9.0% | +83.1% | -74.1% | -1.1% |
| 5Y | +52.0% | -34.9% | +86.8% | +46.3% |
| 10Y | +150.9% | +1,080.9% | -929.9% | +89.3% |
| All | +150.9% | +1,021.8% | -870.9% | +89.3% |
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