+167.5%
CNH vs ARWR
+1,099.2%
-931.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +23.3% | +1.7% | +21.6% | +23.1% |
| 30D | +33.5% | -0.7% | +34.1% | +33.5% |
| 3M | +32.7% | +14.9% | +17.8% | +30.2% |
| 6M | +22.2% | +32.6% | -10.5% | +17.5% |
| YTD | +57.7% | +30.0% | +27.6% | +51.6% |
| 1Y | +28.0% | +208.4% | -180.4% | +10.3% |
| 3Y | +11.5% | +208.8% | -197.3% | -8.5% |
| 5Y | +11.9% | +27.8% | -16.0% | -2.8% |
| All | +167.5% | +1,099.2% | -931.7% | +96.9% |
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