+77.9%
CTVA vs ARWR
-40.7%
+118.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -15.3% | +17.1% | +2.8% |
| 7D | +1.6% | -17.3% | +18.9% | +2.8% |
| 30D | -8.5% | -21.5% | +13.0% | -7.1% |
| 3M | +5.3% | -43.8% | +49.1% | +9.3% |
| 6M | -0.1% | -32.3% | +32.2% | +2.1% |
| YTD | +21.2% | -25.8% | +47.1% | +22.6% |
| 1Y | +27.0% | +25.5% | +1.5% | +23.0% |
| 3Y | +87.2% | +84.1% | +3.1% | +68.6% |
| 5Y | +77.9% | -39.2% | +117.1% | +63.6% |
| All | +77.9% | -40.7% | +118.6% | +63.6% |
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