+5,793.7%
CRM vs ARWR
+41.9%
+5,751.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.8% |
| 7D | -3.5% | +2.9% | -6.3% | -3.7% |
| 30D | +29.3% | -2.9% | +32.1% | +29.5% |
| 3M | +36.8% | +15.2% | +21.6% | +34.6% |
| 6M | +23.9% | +42.3% | -18.4% | +19.3% |
| YTD | -5.5% | +28.2% | -33.7% | -8.4% |
| 1Y | -0.4% | +213.2% | -213.7% | -11.1% |
| 3Y | +12.8% | +184.6% | -171.9% | -2.4% |
| 5Y | -3.5% | +29.2% | -32.7% | -12.5% |
| 10Y | +238.4% | +1,012.5% | -774.1% | +142.7% |
| All | +5,793.7% | +41.9% | +5,751.9% | +3,973.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling