-10.0%
CRM vs ARWR
+59.7%
-69.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +2.4% |
| 7D | -6.2% | +2.4% | -8.6% | -6.1% |
| 30D | -1.2% | -1.1% | 0.0% | -1.2% |
| 3M | +19.1% | -31.2% | +50.3% | +16.4% |
| 6M | +23.0% | -19.3% | +42.3% | +21.8% |
| YTD | -13.7% | -7.1% | -6.5% | -14.8% |
| 1Y | -10.0% | +62.9% | -72.9% | -12.8% |
| All | -10.0% | +59.7% | -69.7% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling