+40.7%
CL vs ARWR
+79.8%
-39.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.8% |
| 7D | +3.2% | -17.8% | +21.1% | +3.3% |
| 30D | +8.0% | -18.1% | +26.2% | +8.1% |
| 3M | +7.9% | -44.2% | +52.0% | +8.2% |
| 6M | +14.7% | -38.6% | +53.4% | +15.0% |
| YTD | +29.2% | -28.0% | +57.2% | +29.2% |
| 1Y | +29.5% | +16.1% | +13.4% | +29.2% |
| 3Y | +40.7% | +84.0% | -43.3% | +39.1% |
| All | +40.7% | +79.8% | -39.2% | +39.1% |
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