+1,339.5%
CRS vs ARWR
+1,080.6%
+258.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -4.1% | -4.3% | +0.2% | -3.5% |
| 30D | -16.6% | -7.3% | -9.3% | -15.7% |
| 3M | -14.3% | +17.0% | -31.3% | -16.6% |
| 6M | +11.6% | +39.8% | -28.2% | +5.4% |
| YTD | +42.6% | +24.7% | +17.9% | +36.3% |
| 1Y | +81.8% | +186.5% | -104.6% | +51.4% |
| 3Y | +632.1% | +176.8% | +455.3% | +473.9% |
| 5Y | +1,401.6% | +29.3% | +1,372.3% | +1,157.6% |
| All | +1,339.5% | +1,080.6% | +258.9% | +832.4% |
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