+65.2%
CME vs ARWR
+77.5%
-12.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | -0.2% |
| 7D | +2.7% | -17.9% | +20.6% | +2.4% |
| 30D | +13.5% | -18.9% | +32.4% | +13.1% |
| 3M | +20.9% | -46.0% | +66.9% | +19.8% |
| 6M | +11.5% | -40.3% | +51.9% | +10.7% |
| YTD | +19.5% | -29.0% | +48.4% | +19.2% |
| 1Y | +17.2% | +13.8% | +3.4% | +17.9% |
| All | +65.2% | +77.5% | -12.3% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling