+67.4%
CLBK vs ARWR
+1,133.4%
-1,066.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.2% | +1.7% | -0.5% | +1.0% |
| 30D | +9.1% | -0.7% | +9.8% | +9.1% |
| 3M | +27.7% | +14.9% | +12.8% | +25.3% |
| 6M | +40.8% | +32.6% | +8.2% | +35.6% |
| YTD | +66.4% | +30.0% | +36.3% | +60.3% |
| 1Y | +72.4% | +208.4% | -136.0% | +50.5% |
| 3Y | +50.7% | +208.8% | -158.1% | +25.9% |
| 5Y | +42.9% | +27.8% | +15.1% | +25.8% |
| All | +67.4% | +1,133.4% | -1,066.1% | +19.7% |
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