+205.4%
CTVA vs ARWR
+124.8%
+80.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | -1.0% | -19.9% | +19.0% | +1.2% |
| 30D | -8.7% | -18.7% | +10.0% | -6.9% |
| 3M | +6.4% | -44.7% | +51.1% | +12.7% |
| 6M | -1.9% | -36.5% | +34.6% | +2.0% |
| YTD | +21.5% | -25.7% | +47.2% | +23.5% |
| 1Y | +24.3% | +18.9% | +5.3% | +19.0% |
| 3Y | +91.8% | +83.1% | +8.7% | +65.1% |
| 5Y | +78.4% | -34.9% | +113.3% | +69.3% |
| All | +205.4% | +124.8% | +80.7% | +68.8% |
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