+1,630.8%
CLX vs ARWR
-97.0%
+1,727.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -9.2% | +1.7% | -10.9% | -9.2% |
| 30D | -11.0% | -0.7% | -10.4% | -11.0% |
| 3M | +5.0% | +14.9% | -9.8% | +5.0% |
| 6M | -18.8% | +32.6% | -51.4% | -18.8% |
| YTD | -4.4% | +30.0% | -34.5% | -4.4% |
| 1Y | -21.9% | +208.4% | -230.2% | -22.0% |
| 3Y | -32.8% | +208.8% | -241.6% | -32.9% |
| 5Y | -34.6% | +27.8% | -62.4% | -34.7% |
| 10Y | -4.7% | +1,107.6% | -1,112.2% | -5.0% |
| All | +1,630.8% | -97.0% | +1,727.9% | +1,675.4% |
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