-4.5%
CRS vs ARWR
+59.7%
-64.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.1% | -2.0% |
| 7D | +4.3% | +2.4% | +1.9% | +4.0% |
| 30D | -25.5% | -1.1% | -24.4% | -25.4% |
| 3M | -48.7% | -31.2% | -17.5% | -46.3% |
| 6M | -31.6% | -19.3% | -12.3% | -30.1% |
| YTD | -7.0% | -7.1% | +0.1% | -7.4% |
| 1Y | -4.5% | +62.9% | -67.4% | -5.6% |
| All | -4.5% | +59.7% | -64.2% | -5.6% |
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 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