+9.7%
CRM vs ARWR
+173.6%
-163.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -8.1% | -4.3% | -3.8% | -8.0% |
| 30D | +23.1% | -7.3% | +30.3% | +23.3% |
| 3M | +42.5% | +17.0% | +25.5% | +41.5% |
| 6M | +25.3% | +39.8% | -14.5% | +23.0% |
| YTD | -7.8% | +24.7% | -32.5% | -9.1% |
| 1Y | +1.0% | +186.5% | -185.4% | -5.4% |
| All | +9.7% | +173.6% | -163.9% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling