+398.1%
COR vs ARWR
+1,075.6%
-677.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -1.9% | +2.9% | -4.8% | -2.0% |
| 30D | +1.5% | -2.9% | +4.4% | +1.6% |
| 3M | +18.7% | +15.2% | +3.5% | +17.7% |
| 6M | -9.0% | +42.3% | -51.3% | -11.0% |
| YTD | -3.3% | +28.2% | -31.5% | -4.9% |
| 1Y | +9.8% | +213.2% | -203.4% | +2.7% |
| 3Y | +87.4% | +184.6% | -97.3% | +71.7% |
| 5Y | +180.5% | +29.2% | +151.3% | +164.0% |
| 10Y | +398.1% | +1,012.5% | -614.4% | +272.8% |
| All | +398.1% | +1,075.6% | -677.4% | +272.8% |
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