+12.1%
CI vs ARWR
+17.3%
-5.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +1.2% | -17.8% | +19.0% | +1.2% |
| 30D | +2.6% | -18.1% | +20.7% | +2.6% |
| 3M | +7.4% | -44.2% | +51.6% | +7.2% |
| 6M | -0.1% | -38.6% | +38.5% | -0.1% |
| YTD | +9.7% | -28.0% | +37.8% | +8.8% |
| 1Y | +12.1% | +16.1% | -4.0% | +11.6% |
| All | +12.1% | +17.3% | -5.2% | +11.6% |
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