+1.4%
CI vs ARWR
+105.6%
-104.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.6% |
| 7D | -1.6% | -2.9% | +1.3% | -1.6% |
| 30D | +5.4% | -5.4% | +10.8% | +5.4% |
| 3M | +7.3% | -32.2% | +39.5% | +7.1% |
| 6M | +5.3% | -26.5% | +31.8% | +5.2% |
| YTD | +8.5% | -12.4% | +20.9% | +8.3% |
| 1Y | +17.1% | +46.9% | -29.8% | +17.1% |
| 3Y | +1.4% | +116.0% | -114.6% | +0.2% |
| All | +1.4% | +105.6% | -104.2% | +0.2% |
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