+219.9%
CTVA vs ARWR
+276.3%
-56.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.0% |
| 7D | -5.8% | -3.2% | -2.6% | -5.5% |
| 30D | +11.1% | -6.5% | +17.5% | +11.8% |
| 3M | +13.2% | +12.7% | +0.5% | +11.4% |
| 6M | +8.7% | +36.2% | -27.5% | +4.3% |
| YTD | +27.3% | +24.5% | +2.8% | +23.1% |
| 1Y | +18.0% | +198.0% | -180.0% | +2.3% |
| 3Y | +76.5% | +176.4% | -99.9% | +46.1% |
| 5Y | +105.1% | +26.6% | +78.5% | +80.0% |
| All | +219.9% | +276.3% | -56.4% | +68.2% |
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 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