+4,872.3%
CNC vs ARWR
+267.5%
+4,604.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +2.2% | -17.8% | +20.0% | +2.4% |
| 30D | +1.6% | -18.1% | +19.7% | +1.8% |
| 3M | +7.9% | -44.2% | +52.1% | +8.5% |
| 6M | +21.2% | -38.6% | +59.8% | +21.7% |
| YTD | +73.2% | -28.0% | +101.2% | +73.5% |
| 1Y | +97.5% | +16.1% | +81.3% | +96.9% |
| 3Y | -1.2% | +84.0% | -85.2% | -2.4% |
| 5Y | -6.1% | -35.4% | +29.3% | -6.5% |
| 10Y | +181.3% | +1,043.1% | -861.8% | +172.1% |
| All | +4,872.3% | +267.5% | +4,604.8% | +5,316.4% |
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