+35.4%
CMS vs ARWR
-36.3%
+71.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | -1.1% | -19.9% | +18.8% | -0.4% |
| 30D | +6.6% | -18.7% | +25.3% | +7.2% |
| 3M | +0.8% | -44.7% | +45.5% | +2.8% |
| 6M | -3.3% | -36.5% | +33.2% | -2.1% |
| YTD | +2.7% | -25.7% | +28.4% | +3.3% |
| 1Y | -4.0% | +18.9% | -23.0% | -5.5% |
| 3Y | +37.6% | +83.1% | -45.5% | +31.0% |
| 5Y | +35.4% | -34.9% | +70.3% | +24.5% |
| All | +35.4% | -36.3% | +71.7% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling