+285.1%
CME vs ARWR
+1,099.2%
-814.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | +1.7% | -3.3% | -1.7% |
| 30D | +6.2% | -0.7% | +6.9% | +6.2% |
| 3M | +10.4% | +14.9% | -4.5% | +9.5% |
| 6M | -9.5% | +32.6% | -42.2% | -11.1% |
| YTD | +6.0% | +30.0% | -24.0% | +4.1% |
| 1Y | +9.3% | +208.4% | -199.1% | +2.2% |
| 3Y | +57.7% | +208.8% | -151.1% | +43.5% |
| 5Y | +77.7% | +27.8% | +49.9% | +67.3% |
| All | +285.1% | +1,099.2% | -814.0% | +215.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling