+27.7%
CL vs ARWR
+17.6%
+10.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -0.8% | -19.9% | +19.2% | -0.8% |
| 30D | +9.5% | -18.7% | +28.3% | +9.5% |
| 3M | +6.8% | -44.7% | +51.5% | +6.8% |
| 6M | +14.3% | -36.5% | +50.8% | +14.5% |
| YTD | +27.0% | -25.7% | +52.6% | +26.7% |
| All | +27.7% | +17.6% | +10.1% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling