+39.6%
CMS vs ARWR
+79.9%
-40.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.5% |
| 3Y | +39.6% | +84.1% | -44.5% | +34.1% |
| All | +39.6% | +79.9% | -40.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling