-2.7%
CRM vs ARWR
+29.8%
-32.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -8.1% | -4.3% | -3.8% | -7.6% |
| 30D | +23.1% | -7.3% | +30.3% | +24.1% |
| 3M | +42.5% | +17.0% | +25.5% | +38.6% |
| 6M | +25.3% | +39.8% | -14.5% | +17.9% |
| YTD | -7.8% | +24.7% | -32.5% | -12.1% |
| 1Y | +1.0% | +186.5% | -185.4% | -16.6% |
| 3Y | +10.0% | +176.8% | -166.8% | -16.6% |
| All | -2.7% | +29.8% | -32.5% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling