+7,496.8%
CME vs ARWR
+1,407.7%
+6,089.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +1.7% | -17.7% | +19.3% | +2.1% |
| 30D | +10.2% | -21.9% | +32.1% | +10.7% |
| 3M | +17.8% | -44.5% | +62.3% | +19.2% |
| 6M | +11.0% | -32.6% | +43.6% | +11.7% |
| YTD | +17.0% | -26.2% | +43.2% | +17.4% |
| 1Y | +15.8% | +23.0% | -7.2% | +14.8% |
| 3Y | +61.8% | +81.8% | -20.0% | +57.2% |
| 5Y | +72.5% | -36.0% | +108.5% | +70.2% |
| 10Y | +288.0% | +1,039.5% | -751.5% | +253.3% |
| All | +7,496.8% | +1,407.7% | +6,089.1% | +6,646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling