+2,104.6%
CLS vs ARWR
+79.0%
+2,025.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | -22.2% | -2.9% | -19.3% | -22.1% |
| 30D | -44.4% | -5.4% | -39.0% | -44.4% |
| 3M | -34.3% | -32.2% | -2.1% | -34.1% |
| 6M | -50.1% | -26.5% | -23.6% | -50.0% |
| YTD | -30.1% | -12.4% | -17.7% | -30.1% |
| 1Y | -39.3% | +46.9% | -86.2% | -39.5% |
| 3Y | +732.7% | +116.0% | +616.7% | +727.3% |
| 5Y | +1,777.2% | -28.0% | +1,805.2% | +1,769.1% |
| 10Y | +1,645.6% | +923.9% | +721.7% | +1,634.0% |
| All | +2,104.6% | +79.0% | +2,025.6% | +2,961.5% |
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