+73.3%
CSGP vs ARWR
+894.1%
-820.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -0.8% |
| 7D | +13.9% | -5.0% | +18.9% | +14.6% |
| 30D | +16.0% | -6.6% | +22.6% | +16.8% |
| 3M | +6.1% | -33.9% | +40.0% | +11.0% |
| 6M | -8.2% | -23.3% | +15.1% | -6.4% |
| YTD | -52.3% | -13.5% | -38.9% | -52.3% |
| 1Y | -54.5% | +42.5% | -97.0% | -57.6% |
| 3Y | -58.6% | +104.1% | -162.7% | -65.0% |
| 5Y | -61.5% | -28.8% | -32.7% | -64.8% |
| All | +73.3% | +894.1% | -820.8% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling