+47.7%
CI vs ARWR
-28.9%
+76.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.7% |
| 7D | -1.6% | -2.9% | +1.3% | -1.5% |
| 30D | +5.4% | -5.4% | +10.8% | +5.6% |
| 3M | +7.3% | -32.2% | +39.5% | +8.3% |
| 6M | +5.3% | -26.5% | +31.8% | +6.0% |
| YTD | +8.5% | -12.4% | +20.9% | +8.4% |
| 1Y | +17.1% | +46.9% | -29.8% | +14.8% |
| 3Y | +1.4% | +116.0% | -114.6% | -4.5% |
| All | +47.7% | -28.9% | +76.6% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling