+65.2%
CSGP vs ARWR
+906.2%
-841.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.9% | -4.8% |
| 7D | +1.3% | -2.9% | +4.2% | +1.6% |
| 30D | +10.7% | -5.4% | +16.1% | +11.3% |
| 3M | +3.3% | -32.2% | +35.5% | +7.7% |
| 6M | -10.3% | -26.5% | +16.2% | -8.1% |
| YTD | -54.6% | -12.4% | -42.2% | -54.6% |
| 1Y | -54.6% | +46.9% | -101.5% | -57.9% |
| 3Y | -60.3% | +116.0% | -176.3% | -66.7% |
| 5Y | -63.3% | -28.0% | -35.3% | -66.5% |
| All | +65.2% | +906.2% | -841.0% | +18.9% |
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