+12.0%
CI vs ARWR
+12.4%
-0.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.7% |
| 7D | -1.7% | -17.9% | +16.2% | -1.7% |
| 30D | +4.9% | -18.9% | +23.8% | +4.9% |
| 3M | +7.4% | -46.0% | +53.4% | +7.2% |
| 6M | +0.4% | -40.3% | +40.7% | +0.4% |
| YTD | +9.5% | -29.0% | +38.4% | +8.6% |
| 1Y | +12.0% | +13.8% | -1.9% | +11.3% |
| All | +12.0% | +12.4% | -0.4% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling