-4.0%
CMS vs ARWR
+25.1%
-29.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.2% |
| 7D | -1.1% | -19.9% | +18.8% | -0.9% |
| 30D | +6.6% | -18.7% | +25.3% | +6.8% |
| 3M | +0.8% | -44.7% | +45.5% | +1.6% |
| 6M | -3.3% | -36.5% | +33.2% | -2.7% |
| YTD | +2.7% | -25.7% | +28.4% | +3.1% |
| 1Y | -4.0% | +18.9% | -23.0% | -4.3% |
| All | -4.0% | +25.1% | -29.1% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling