+68.6%
CSX vs ARWR
+105.6%
-37.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.5% |
| 7D | -5.5% | -2.9% | -2.6% | -5.3% |
| 30D | +4.9% | -5.4% | +10.3% | +5.4% |
| 3M | -2.9% | -32.2% | +29.4% | +0.4% |
| 6M | +8.3% | -26.5% | +34.9% | +10.6% |
| YTD | +36.7% | -12.4% | +49.1% | +36.5% |
| 1Y | +41.5% | +46.9% | -5.4% | +33.7% |
| 3Y | +68.6% | +116.0% | -47.3% | +45.5% |
| All | +68.6% | +105.6% | -37.0% | +45.5% |
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