+81.8%
CRS vs ARWR
+195.4%
-113.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -4.1% | -4.3% | +0.2% | -3.6% |
| 30D | -16.6% | -7.3% | -9.3% | -15.8% |
| 3M | -14.3% | +17.0% | -31.3% | -16.1% |
| 6M | +11.6% | +39.8% | -28.2% | +7.2% |
| YTD | +42.6% | +24.7% | +17.9% | +37.1% |
| 1Y | +81.8% | +186.5% | -104.6% | +56.4% |
| All | +81.8% | +195.4% | -113.5% | +56.4% |
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 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