+62.8%
CVE vs ARWR
+709.3%
-646.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.8% | +4.0% | -2.2% |
| 7D | -14.1% | -5.0% | -9.1% | -13.7% |
| 30D | -11.6% | -6.6% | -5.0% | -11.2% |
| 3M | 0.0% | -33.9% | +33.9% | +3.2% |
| 6M | -8.4% | -23.3% | +14.9% | -7.1% |
| YTD | +65.9% | -13.5% | +79.4% | +65.8% |
| 1Y | +69.4% | +42.5% | +26.9% | +61.2% |
| 3Y | +55.9% | +104.1% | -48.2% | +38.3% |
| 5Y | +146.2% | -28.8% | +175.0% | +131.7% |
| 10Y | +140.6% | +911.6% | -771.0% | +81.9% |
| All | +62.8% | +709.3% | -646.5% | +15.8% |
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 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