+520.9%
COR vs ARWR
+906.2%
-385.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | +0.8% | -2.9% | +3.7% | +1.0% |
| 30D | +5.1% | -5.4% | +10.5% | +5.4% |
| 3M | +2.8% | -32.2% | +35.1% | +4.5% |
| 6M | +32.5% | -26.5% | +59.0% | +33.9% |
| YTD | -0.7% | -12.4% | +11.7% | -0.7% |
| 1Y | -6.7% | +46.9% | -53.6% | -9.5% |
| 3Y | +73.7% | +116.0% | -42.2% | +61.2% |
| 5Y | +177.9% | -28.0% | +205.8% | +169.8% |
| All | +520.9% | +906.2% | -385.3% | +400.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling