+3,264.4%
CSGP vs ARWR
+165.7%
+3,098.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -4.1% | +1.7% | -5.7% | -4.1% |
| 30D | +2.3% | -0.7% | +3.0% | +2.3% |
| 3M | -8.2% | +14.9% | -23.0% | -8.4% |
| 6M | -35.1% | +32.6% | -67.7% | -35.3% |
| YTD | -54.0% | +30.0% | -84.1% | -54.2% |
| 1Y | -65.3% | +208.4% | -273.7% | -65.8% |
| 3Y | -62.6% | +208.8% | -271.4% | -63.2% |
| 5Y | -64.8% | +27.8% | -92.6% | -65.2% |
| 10Y | +45.1% | +1,107.6% | -1,062.5% | +39.8% |
| All | +3,264.4% | +165.7% | +3,098.7% | +2,818.1% |
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