+354.1%
CRL vs ARWR
+1,009.4%
-655.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +0.1% |
| 7D | +8.9% | -17.9% | +26.8% | +11.9% |
| 30D | +14.0% | -18.9% | +32.9% | +17.3% |
| 3M | +19.8% | -46.0% | +65.8% | +31.0% |
| 6M | +102.0% | -40.3% | +142.4% | +116.0% |
| YTD | +70.8% | -29.0% | +99.8% | +76.8% |
| 1Y | +98.7% | +13.8% | +84.9% | +89.7% |
| 3Y | +98.2% | +74.9% | +23.3% | +66.8% |
| 5Y | -11.7% | -36.2% | +24.5% | -18.4% |
| All | +354.1% | +1,009.4% | -655.4% | +214.8% |
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