+7,091.1%
CRS vs ARWR
-97.0%
+7,188.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -0.2% | +1.7% | -1.9% | -0.3% |
| 30D | -16.6% | -0.7% | -16.0% | -16.6% |
| 3M | -3.5% | +14.9% | -18.3% | -3.6% |
| 6M | +15.4% | +32.6% | -17.2% | +15.0% |
| YTD | +51.2% | +30.0% | +21.1% | +50.6% |
| 1Y | +98.3% | +208.4% | -110.1% | +95.5% |
| 3Y | +651.5% | +208.8% | +442.7% | +638.0% |
| 5Y | +1,411.1% | +27.8% | +1,383.3% | +1,393.4% |
| 10Y | +1,424.3% | +1,107.6% | +316.8% | +1,363.2% |
| All | +7,091.1% | -97.0% | +7,188.1% | +6,429.9% |
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