+801.7%
CRS vs ARWR
+1,024.2%
-222.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.9% |
| 7D | +4.8% | -17.8% | +22.6% | +7.5% |
| 30D | -23.2% | -18.1% | -5.0% | -21.1% |
| 3M | -45.5% | -44.2% | -1.3% | -40.8% |
| 6M | -33.1% | -38.6% | +5.5% | -28.7% |
| YTD | -7.2% | -28.0% | +20.8% | -4.2% |
| 1Y | -10.0% | +16.1% | -26.2% | -14.7% |
| 3Y | +332.3% | +84.0% | +248.3% | +255.1% |
| 5Y | +801.9% | -35.4% | +837.2% | +730.5% |
| All | +801.7% | +1,024.2% | -222.5% | +503.3% |
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