+4,672.0%
CRH vs ARWR
-97.2%
+4,769.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -4.8% | -4.3% | -0.4% | -4.7% |
| 30D | -13.1% | -7.3% | -5.8% | -13.1% |
| 3M | -12.0% | +17.0% | -29.0% | -12.1% |
| 6M | -16.9% | +39.8% | -56.7% | -17.1% |
| YTD | -29.0% | +24.7% | -53.6% | -29.1% |
| 1Y | -20.3% | +186.5% | -206.8% | -21.0% |
| 3Y | +69.2% | +176.8% | -107.5% | +67.4% |
| 5Y | +94.6% | +29.3% | +65.3% | +93.1% |
| 10Y | +250.3% | +1,055.9% | -805.6% | +241.3% |
| All | +4,672.0% | -97.2% | +4,769.2% | +4,369.2% |
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 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