+3,269.5%
CLS vs ARWR
+28.5%
+3,241.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.6% | +1.7% | +2.9% | +4.2% |
| 30D | -13.9% | -0.7% | -13.2% | -13.8% |
| 3M | -26.6% | +14.9% | -41.4% | -29.0% |
| 6M | +15.4% | +32.6% | -17.2% | +7.7% |
| YTD | +5.7% | +30.0% | -24.4% | -1.7% |
| 1Y | +41.1% | +208.4% | -167.2% | +7.3% |
| 3Y | +1,228.6% | +208.8% | +1,019.8% | +818.0% |
| All | +3,269.5% | +28.5% | +3,241.0% | +2,403.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling