+1,438.1%
CRS vs ARWR
+29.5%
+1,408.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.3% |
| 7D | -3.1% | +2.9% | -5.9% | -3.5% |
| 30D | -19.6% | -2.9% | -16.7% | -19.2% |
| 3M | -8.1% | +15.2% | -23.3% | -10.8% |
| 6M | +18.6% | +42.3% | -23.7% | +10.7% |
| YTD | +45.9% | +28.2% | +17.7% | +37.8% |
| 1Y | +82.5% | +213.2% | -130.8% | +45.0% |
| 3Y | +648.9% | +184.6% | +464.2% | +452.4% |
| 5Y | +1,438.1% | +29.2% | +1,408.9% | +1,124.7% |
| All | +1,438.1% | +29.5% | +1,408.6% | +1,124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling