+1,914.6%
CLS vs ARWR
+1,024.2%
+890.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.6% |
| 7D | +16.3% | -17.8% | +34.1% | +18.9% |
| 30D | -25.7% | -18.1% | -7.5% | -23.9% |
| 3M | -30.9% | -44.2% | +13.3% | -25.7% |
| 6M | -35.5% | -38.6% | +3.2% | -31.9% |
| YTD | -18.7% | -28.0% | +9.3% | -16.3% |
| 1Y | -17.9% | +16.1% | -34.0% | -21.1% |
| 3Y | +838.1% | +84.0% | +754.1% | +711.1% |
| 5Y | +1,971.9% | -35.4% | +2,007.3% | +1,821.5% |
| All | +1,914.6% | +1,024.2% | +890.3% | +1,492.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling