-61.5%
CSGP vs ARWR
-29.8%
-31.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -0.6% |
| 7D | +13.9% | -5.0% | +18.9% | +14.8% |
| 30D | +16.0% | -6.6% | +22.6% | +17.0% |
| 3M | +6.1% | -33.9% | +40.0% | +12.7% |
| 6M | -8.2% | -23.3% | +15.1% | -5.9% |
| YTD | -52.3% | -13.5% | -38.9% | -52.5% |
| 1Y | -54.5% | +42.5% | -97.0% | -59.1% |
| 3Y | -58.6% | +104.1% | -162.7% | -68.4% |
| 5Y | -61.5% | -28.8% | -32.7% | -66.9% |
| All | -61.5% | -29.8% | -31.7% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling