+198.8%
CVX vs ARWR
+1,055.7%
-856.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -6.2% | -17.7% | +11.5% | -5.1% |
| 30D | -0.4% | -21.9% | +21.6% | +1.1% |
| 3M | +9.3% | -44.5% | +53.8% | +13.3% |
| 6M | +18.4% | -32.6% | +51.0% | +20.6% |
| YTD | +42.5% | -26.2% | +68.7% | +43.4% |
| 1Y | +41.0% | +23.0% | +18.1% | +35.9% |
| 3Y | +67.5% | +81.8% | -14.2% | +50.6% |
| 5Y | +126.1% | -36.0% | +162.1% | +114.8% |
| 10Y | +198.8% | +1,039.5% | -840.8% | +146.9% |
| All | +198.8% | +1,055.7% | -856.9% | +146.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling