+5,686.1%
CI vs ARWR
-97.0%
+5,783.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +1.3% | +1.7% | -0.4% | +1.3% |
| 30D | +4.4% | -0.7% | +5.1% | +4.4% |
| 3M | +0.7% | +14.9% | -14.2% | +0.5% |
| 6M | +0.3% | +32.6% | -32.3% | +0.1% |
| YTD | +3.8% | +30.0% | -26.2% | +3.6% |
| 1Y | -5.5% | +208.4% | -213.9% | -6.3% |
| 3Y | +8.1% | +208.8% | -200.7% | +6.9% |
| 5Y | +42.8% | +27.8% | +15.0% | +41.7% |
| 10Y | +143.9% | +1,107.6% | -963.7% | +137.2% |
| All | +5,686.1% | -97.0% | +5,783.2% | +5,029.5% |
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