+43.1%
CLBK vs ARWR
+29.5%
+13.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +1.1% | +2.9% | -1.7% | +0.9% |
| 30D | +7.8% | -2.9% | +10.7% | +8.0% |
| 3M | +23.9% | +15.2% | +8.6% | +21.6% |
| 6M | +42.3% | +42.3% | 0.0% | +36.1% |
| YTD | +65.4% | +28.2% | +37.2% | +59.6% |
| 1Y | +70.3% | +213.2% | -142.9% | +48.5% |
| 3Y | +54.5% | +184.6% | -130.2% | +29.3% |
| 5Y | +43.1% | +29.2% | +13.9% | +24.1% |
| All | +43.1% | +29.5% | +13.6% | +24.1% |
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 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