+4,434.2%
CRS vs ARWR
-98.4%
+4,532.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | -1.7% |
| 7D | +7.4% | -17.9% | +25.4% | +7.6% |
| 30D | -21.2% | -18.9% | -2.3% | -21.1% |
| 3M | -43.3% | -46.0% | +2.7% | -42.9% |
| 6M | -29.4% | -40.3% | +11.0% | -29.0% |
| YTD | -4.7% | -29.0% | +24.3% | -4.4% |
| 1Y | -9.6% | +13.8% | -23.4% | -9.9% |
| 3Y | +355.5% | +74.9% | +280.6% | +350.0% |
| 5Y | +826.6% | -36.2% | +862.8% | +822.6% |
| 10Y | +846.1% | +1,028.0% | -181.9% | +811.3% |
| All | +4,434.2% | -98.4% | +4,532.6% | +4,044.1% |
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