+41.3%
CL vs ARWR
-40.7%
+82.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -15.3% | +16.8% | +1.7% |
| 7D | +0.5% | -17.3% | +17.9% | +0.8% |
| 30D | +11.6% | -21.5% | +33.1% | +12.0% |
| 3M | +5.6% | -43.8% | +49.4% | +6.6% |
| 6M | +13.2% | -32.3% | +45.4% | +13.7% |
| YTD | +26.9% | -25.8% | +52.7% | +27.2% |
| 1Y | +27.3% | +25.5% | +1.8% | +26.2% |
| 3Y | +39.7% | +84.1% | -44.4% | +35.5% |
| 5Y | +41.3% | -39.2% | +80.5% | +30.5% |
| All | +41.3% | -40.7% | +82.0% | +30.5% |
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 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