+89.9%
CVE vs ARWR
+1,116.1%
-1,026.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +2.5% | +1.7% | +0.8% | +2.3% |
| 30D | +16.7% | -0.7% | +17.4% | +16.7% |
| 3M | +9.3% | +14.9% | -5.6% | +7.6% |
| 6M | +43.6% | +32.6% | +11.0% | +39.0% |
| YTD | +93.6% | +30.0% | +63.5% | +87.5% |
| 1Y | +98.8% | +208.4% | -109.6% | +77.1% |
| 3Y | +73.6% | +208.8% | -135.2% | +48.9% |
| 5Y | +312.5% | +27.8% | +284.7% | +270.1% |
| 10Y | +161.0% | +1,107.6% | -946.5% | +93.6% |
| All | +89.9% | +1,116.1% | -1,026.1% | +30.9% |
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