+206.1%
COR vs ARWR
-34.9%
+241.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.6% | +2.9% |
| 7D | +7.8% | -17.8% | +25.7% | +8.1% |
| 30D | +7.0% | -18.1% | +25.1% | +7.2% |
| 3M | +16.3% | -44.2% | +60.4% | +17.1% |
| 6M | +41.3% | -38.6% | +79.9% | +42.0% |
| YTD | +7.1% | -28.0% | +35.2% | +7.3% |
| 1Y | -0.8% | +16.1% | -17.0% | -1.9% |
| 3Y | +85.0% | +84.0% | +1.0% | +78.2% |
| All | +206.1% | -34.9% | +241.0% | +201.2% |
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