+6,108.7%
CI vs ARWR
-98.0%
+6,206.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.8% | +5.5% | -1.2% |
| 7D | +1.0% | -5.0% | +6.0% | +1.1% |
| 30D | +9.9% | -6.6% | +16.5% | +9.9% |
| 3M | +12.1% | -33.9% | +46.0% | +12.3% |
| 6M | +10.6% | -23.3% | +33.9% | +10.7% |
| YTD | +11.4% | -13.5% | +24.8% | +11.4% |
| 1Y | +18.8% | +42.5% | -23.8% | +18.4% |
| 3Y | +2.9% | +104.1% | -101.3% | +2.0% |
| 5Y | +54.5% | -28.8% | +83.3% | +53.8% |
| 10Y | +175.7% | +911.6% | -735.9% | +168.5% |
| All | +6,108.7% | -98.0% | +6,206.8% | +5,417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling