-17.5%
CLF vs ARWR
+211.2%
-228.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +7.6% | +1.7% | +5.9% | +7.2% |
| 30D | -1.2% | -0.7% | -0.5% | -1.0% |
| 3M | -13.4% | +14.9% | -28.2% | -16.6% |
| 6M | +15.4% | +32.6% | -17.2% | +6.9% |
| YTD | -5.9% | +30.0% | -35.9% | -12.7% |
| 1Y | +18.8% | +208.4% | -189.5% | -9.9% |
| All | -17.5% | +211.2% | -228.8% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling