+105.2%
CTVA vs ARWR
+29.5%
+75.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -2.1% | +2.9% | -5.0% | -2.3% |
| 30D | +12.0% | -2.9% | +14.9% | +12.2% |
| 3M | +13.5% | +15.2% | -1.8% | +12.1% |
| 6M | +12.1% | +42.3% | -30.2% | +8.7% |
| YTD | +29.0% | +28.2% | +0.8% | +25.9% |
| 1Y | +18.9% | +213.2% | -194.4% | +7.5% |
| 3Y | +78.9% | +184.6% | -105.8% | +56.2% |
| 5Y | +105.2% | +29.2% | +76.0% | +81.8% |
| All | +105.2% | +29.5% | +75.7% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling