+891.5%
CLS vs ARWR
+77.5%
+814.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +5.5% |
| 7D | +23.5% | -17.9% | +41.5% | +27.9% |
| 30D | -28.9% | -18.9% | -10.0% | -26.1% |
| 3M | -25.2% | -46.0% | +20.8% | -15.5% |
| 6M | -32.1% | -40.3% | +8.3% | -25.5% |
| YTD | -14.1% | -29.0% | +14.9% | -10.0% |
| 1Y | -24.1% | +13.8% | -37.9% | -29.3% |
| All | +891.5% | +77.5% | +814.1% | +654.3% |
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