+25.9%
CMS vs ARWR
+28.5%
-2.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | -3.6% | -0.7% | -2.9% | -3.6% |
| 3M | -1.9% | +14.9% | -16.8% | -2.5% |
| 6M | -11.0% | +32.6% | -43.6% | -12.0% |
| YTD | +0.2% | +30.0% | -29.9% | -1.0% |
| 1Y | -1.3% | +208.4% | -209.7% | -5.9% |
| 3Y | +35.9% | +208.8% | -172.9% | +27.5% |
| All | +25.9% | +28.5% | -2.6% | +14.1% |
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 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