+299.5%
CME vs ARWR
+921.6%
-622.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.3% | +14.9% | +0.3% |
| 7D | -0.6% | -17.3% | +16.8% | +0.3% |
| 30D | +8.5% | -21.5% | +30.1% | +9.8% |
| 3M | +16.0% | -43.8% | +59.9% | +19.3% |
| 6M | +9.3% | -32.3% | +41.6% | +11.0% |
| YTD | +15.3% | -25.8% | +41.1% | +16.2% |
| 1Y | +14.4% | +25.5% | -11.1% | +11.6% |
| 3Y | +59.9% | +84.1% | -24.2% | +48.0% |
| 5Y | +69.4% | -39.2% | +108.7% | +65.5% |
| 10Y | +299.5% | +1,072.4% | -772.9% | +232.8% |
| All | +299.5% | +921.6% | -622.1% | +232.8% |
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