+358.8%
CRL vs ARWR
+1,055.7%
-696.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -1.7% | -17.7% | +16.0% | +0.9% |
| 30D | +14.6% | -21.9% | +36.5% | +18.6% |
| 3M | +24.8% | -44.5% | +69.4% | +36.0% |
| 6M | +94.7% | -32.6% | +127.3% | +104.0% |
| YTD | +73.4% | -26.2% | +99.5% | +78.4% |
| 1Y | +104.7% | +23.0% | +81.7% | +93.1% |
| 3Y | +101.1% | +81.8% | +19.3% | +68.2% |
| 5Y | -10.8% | -36.0% | +25.2% | -17.7% |
| 10Y | +358.8% | +1,039.5% | -680.7% | +215.8% |
| All | +358.8% | +1,055.7% | -696.9% | +215.8% |
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