+206.2%
CTVA vs ARWR
+123.1%
+83.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +2.4% | -17.7% | +20.1% | +4.3% |
| 30D | -8.1% | -21.9% | +13.8% | -5.9% |
| 3M | +6.3% | -44.5% | +50.8% | +12.6% |
| 6M | +0.4% | -32.6% | +33.0% | +3.8% |
| YTD | +21.8% | -26.2% | +48.0% | +23.9% |
| 1Y | +24.9% | +23.0% | +1.9% | +19.1% |
| 3Y | +92.3% | +81.8% | +10.5% | +65.6% |
| 5Y | +78.9% | -36.0% | +114.9% | +70.2% |
| All | +206.2% | +123.1% | +83.1% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling