+142.8%
CI vs ARWR
+1,024.2%
-881.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +1.2% | -17.8% | +19.0% | +2.4% |
| 30D | +2.6% | -18.1% | +20.7% | +3.8% |
| 3M | +7.4% | -44.2% | +51.6% | +11.3% |
| 6M | -0.1% | -38.6% | +38.5% | +2.5% |
| YTD | +9.7% | -28.0% | +37.8% | +11.0% |
| 1Y | +12.1% | +16.1% | -4.0% | +9.2% |
| 3Y | +7.0% | +84.0% | -77.0% | -2.9% |
| 5Y | +49.7% | -35.4% | +85.1% | +44.1% |
| All | +142.8% | +1,024.2% | -881.5% | +84.4% |
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 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