+3,231.7%
CLS vs ARWR
+165.7%
+3,066.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.6% | +1.7% | +2.9% | +4.6% |
| 30D | -13.9% | -0.7% | -13.2% | -13.9% |
| 3M | -26.6% | +14.9% | -41.4% | -26.6% |
| 6M | +15.4% | +32.6% | -17.2% | +15.2% |
| YTD | +5.7% | +30.0% | -24.4% | +5.5% |
| 1Y | +41.1% | +208.4% | -167.2% | +40.2% |
| 3Y | +1,228.6% | +208.8% | +1,019.8% | +1,217.1% |
| 5Y | +3,240.6% | +27.8% | +3,212.8% | +3,217.2% |
| 10Y | +2,760.3% | +1,107.6% | +1,652.8% | +2,734.6% |
| All | +3,231.7% | +165.7% | +3,066.1% | +4,516.2% |
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