+58.9%
CLBK vs ARWR
+730.9%
-671.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | +0.6% | -2.9% | +3.5% | +0.9% |
| 30D | +2.9% | -5.4% | +8.3% | +3.4% |
| 3M | +3.0% | -32.2% | +35.2% | +6.6% |
| 6M | +27.3% | -26.5% | +53.8% | +30.1% |
| YTD | +58.0% | -12.4% | +70.4% | +57.8% |
| 1Y | +62.4% | +46.9% | +15.5% | +52.9% |
| 3Y | +46.9% | +116.0% | -69.0% | +27.1% |
| 5Y | +25.3% | -28.0% | +53.2% | +16.7% |
| All | +58.9% | +730.9% | -671.9% | +17.9% |
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