+72.2%
CSX vs ARWR
+211.2%
-139.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -3.4% | +1.7% | -5.1% | -3.5% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | +7.2% | +14.9% | -7.7% | +5.4% |
| 6M | +16.2% | +32.6% | -16.5% | +12.3% |
| YTD | +37.5% | +30.0% | +7.5% | +32.9% |
| 1Y | +53.2% | +208.4% | -155.1% | +35.2% |
| All | +72.2% | +211.2% | -139.0% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling