+61.2%
CLBK vs ARWR
+573.6%
-512.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | -0.7% |
| 7D | +2.5% | -17.9% | +20.4% | +4.2% |
| 30D | +3.7% | -18.9% | +22.6% | +5.6% |
| 3M | -3.3% | -46.0% | +42.7% | +2.3% |
| 6M | +29.6% | -40.3% | +70.0% | +35.0% |
| YTD | +60.3% | -29.0% | +89.2% | +63.1% |
| 1Y | +63.4% | +13.8% | +49.6% | +57.5% |
| 3Y | +53.8% | +74.9% | -21.1% | +35.6% |
| 5Y | +29.0% | -36.2% | +65.2% | +21.3% |
| All | +61.2% | +573.6% | -512.4% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling