+703.7%
CMS vs ARWR
-98.0%
+801.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.8% | +6.4% | -0.4% |
| 7D | +1.7% | -5.0% | +6.7% | +1.7% |
| 30D | +8.6% | -6.6% | +15.3% | +8.6% |
| 3M | -0.5% | -33.9% | +33.4% | -0.3% |
| 6M | -4.2% | -23.3% | +19.1% | -4.1% |
| YTD | +3.4% | -13.5% | +16.9% | +3.5% |
| 1Y | +0.4% | +42.5% | -42.1% | +0.2% |
| 3Y | +38.2% | +104.1% | -65.9% | +37.5% |
| 5Y | +35.4% | -28.8% | +64.2% | +35.0% |
| 10Y | +131.7% | +911.6% | -779.9% | +127.5% |
| All | +703.7% | -98.0% | +801.8% | +540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling