+245.6%
CRH vs ARWR
+1,081.9%
-836.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.1% | -4.0% | -2.0% | -5.6% |
| 30D | -9.3% | -5.0% | -4.2% | -8.8% |
| 3M | -15.2% | +11.3% | -26.5% | -16.5% |
| 6M | -14.2% | +42.6% | -56.8% | -17.9% |
| YTD | -28.3% | +24.8% | -53.0% | -30.5% |
| 1Y | -21.8% | +178.8% | -200.5% | -30.7% |
| 3Y | +71.6% | +183.3% | -111.7% | +44.8% |
| 5Y | +96.6% | +29.5% | +67.1% | +72.9% |
| All | +245.6% | +1,081.9% | -836.3% | +156.8% |
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