+63.2%
CME vs ARWR
+105.6%
-42.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.4% |
| 7D | +0.9% | -2.9% | +3.8% | +0.9% |
| 30D | +13.2% | -5.4% | +18.6% | +13.1% |
| 3M | +16.3% | -32.2% | +48.5% | +15.6% |
| 6M | +7.1% | -26.5% | +33.6% | +6.7% |
| YTD | +15.8% | -12.4% | +28.2% | +15.9% |
| 1Y | +17.1% | +46.9% | -29.8% | +18.3% |
| 3Y | +63.2% | +116.0% | -52.8% | +67.9% |
| All | +63.2% | +105.6% | -42.4% | +67.9% |
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