+8.6%
CI vs ARWR
+85.8%
-77.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -1.3% | -19.9% | +18.6% | -1.3% |
| 30D | +6.4% | -18.7% | +25.1% | +6.4% |
| 3M | +10.7% | -44.7% | +55.4% | +10.5% |
| 6M | +5.5% | -36.5% | +42.0% | +5.4% |
| YTD | +11.4% | -25.7% | +37.0% | +11.2% |
| 1Y | +15.0% | +18.9% | -3.9% | +14.9% |
| All | +8.6% | +85.8% | -77.1% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling