+2,521.2%
CL vs ARWR
-98.0%
+2,619.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | -0.1% |
| 7D | +5.9% | -5.0% | +10.9% | +5.9% |
| 30D | +13.8% | -6.6% | +20.4% | +13.8% |
| 3M | +6.4% | -33.9% | +40.3% | +6.5% |
| 6M | +15.6% | -23.3% | +38.9% | +15.7% |
| YTD | +27.9% | -13.5% | +41.3% | +27.9% |
| 1Y | +31.4% | +42.5% | -11.1% | +31.2% |
| 3Y | +41.4% | +104.1% | -62.7% | +40.9% |
| 5Y | +42.8% | -28.8% | +71.6% | +42.5% |
| 10Y | +79.7% | +911.6% | -832.0% | +77.9% |
| All | +2,521.2% | -98.0% | +2,619.2% | +2,465.7% |
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