+336.7%
CLF vs ARWR
-98.0%
+434.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -6.8% | -5.4% | -12.1% |
| 7D | -21.0% | -5.0% | -16.0% | -20.9% |
| 30D | -8.0% | -6.6% | -1.4% | -7.9% |
| 3M | -10.9% | -33.9% | +23.0% | -10.5% |
| 6M | +5.8% | -23.3% | +29.1% | +6.1% |
| YTD | -15.1% | -13.5% | -1.7% | -15.0% |
| 1Y | +7.2% | +42.5% | -35.3% | +6.6% |
| 3Y | -34.2% | +104.1% | -138.3% | -35.1% |
| 5Y | -49.6% | -28.8% | -20.8% | -49.8% |
| 10Y | +109.9% | +911.6% | -801.7% | +101.8% |
| All | +336.7% | -98.0% | +434.8% | +301.7% |
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