+73.1%
CME vs ARWR
-34.9%
+107.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.8% |
| 7D | +3.9% | -17.8% | +21.8% | +4.3% |
| 30D | +11.3% | -18.1% | +29.5% | +11.7% |
| 3M | +19.6% | -44.2% | +63.7% | +20.7% |
| 6M | +8.1% | -38.6% | +46.7% | +8.8% |
| YTD | +20.4% | -28.0% | +48.4% | +20.8% |
| 1Y | +16.5% | +16.1% | +0.4% | +15.4% |
| 3Y | +66.4% | +84.0% | -17.5% | +60.0% |
| All | +73.1% | -34.9% | +107.9% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling