+4,522.0%
CRS vs ARWR
-98.3%
+4,620.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -15.3% | +25.1% | +9.9% |
| 7D | +4.9% | -17.3% | +22.3% | +5.1% |
| 30D | -20.8% | -21.5% | +0.7% | -20.6% |
| 3M | -46.4% | -43.8% | -2.6% | -46.1% |
| 6M | -28.6% | -32.3% | +3.7% | -28.3% |
| YTD | -2.8% | -25.8% | +23.0% | -2.6% |
| 1Y | -6.7% | +25.5% | -32.2% | -7.1% |
| 3Y | +368.0% | +84.1% | +283.9% | +362.2% |
| 5Y | +852.9% | -39.2% | +892.1% | +849.2% |
| 10Y | +905.1% | +1,072.4% | -167.3% | +867.6% |
| All | +4,522.0% | -98.3% | +4,620.3% | +4,122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling