+826.4%
CRS vs ARWR
+1,009.4%
-183.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | -1.0% |
| 7D | +7.4% | -17.9% | +25.4% | +10.3% |
| 30D | -21.2% | -18.9% | -2.3% | -19.0% |
| 3M | -43.3% | -46.0% | +2.7% | -38.0% |
| 6M | -29.4% | -40.3% | +11.0% | -24.4% |
| YTD | -4.7% | -29.0% | +24.3% | -1.4% |
| 1Y | -9.6% | +13.8% | -23.4% | -14.1% |
| 3Y | +355.5% | +74.9% | +280.6% | +277.1% |
| 5Y | +826.6% | -36.2% | +862.8% | +755.1% |
| All | +826.4% | +1,009.4% | -183.0% | +521.1% |
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 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