+132.3%
CMS vs ARWR
+921.6%
-789.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.3% | +15.9% | +1.0% |
| 7D | -0.9% | -17.3% | +16.4% | -0.4% |
| 30D | +7.1% | -21.5% | +28.6% | +7.7% |
| 3M | -1.3% | -43.8% | +42.5% | +0.3% |
| 6M | -2.7% | -32.3% | +29.6% | -1.8% |
| YTD | +2.6% | -25.8% | +28.5% | +3.1% |
| 1Y | -2.0% | +25.5% | -27.5% | -3.2% |
| 3Y | +39.6% | +84.1% | -44.5% | +34.5% |
| 5Y | +35.3% | -39.2% | +74.6% | +32.6% |
| 10Y | +132.3% | +1,072.4% | -940.0% | +109.9% |
| All | +132.3% | +921.6% | -789.2% | +109.9% |
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 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