+238.9%
CRM vs ARWR
+1,081.9%
-843.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -4.0% | -0.4% | -3.9% |
| 30D | +28.1% | -5.0% | +33.2% | +28.9% |
| 3M | +48.8% | +11.3% | +37.5% | +45.9% |
| 6M | +28.3% | +42.6% | -14.3% | +20.9% |
| YTD | -6.0% | +24.8% | -30.8% | -10.1% |
| 1Y | +1.4% | +178.8% | -177.3% | -13.9% |
| 3Y | +11.8% | +183.3% | -171.5% | -11.5% |
| 5Y | -2.0% | +29.5% | -31.5% | -16.4% |
| All | +238.9% | +1,081.9% | -843.0% | +104.6% |
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