+138.1%
CMS vs ARWR
+1,055.7%
-917.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +0.5% | -17.7% | +18.2% | +1.0% |
| 30D | +7.4% | -21.9% | +29.3% | +8.1% |
| 3M | +1.9% | -44.5% | +46.4% | +3.5% |
| 6M | -2.3% | -32.6% | +30.3% | -1.5% |
| YTD | +3.0% | -26.2% | +29.2% | +3.5% |
| 1Y | -2.8% | +23.0% | -25.7% | -4.0% |
| 3Y | +37.9% | +81.8% | -43.8% | +32.9% |
| 5Y | +34.0% | -36.0% | +70.0% | +31.1% |
| 10Y | +138.1% | +1,039.5% | -901.4% | +115.6% |
| All | +138.1% | +1,055.7% | -917.5% | +115.6% |
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