+105.2%
CNH vs ARWR
+1,024.2%
-919.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +3.0% | -17.8% | +20.9% | +5.0% |
| 30D | -0.6% | -18.1% | +17.6% | +1.4% |
| 3M | +14.6% | -44.2% | +58.8% | +21.8% |
| 6M | +11.8% | -38.6% | +50.4% | +17.0% |
| YTD | +30.4% | -28.0% | +58.5% | +33.3% |
| 1Y | +19.1% | +16.1% | +2.9% | +14.0% |
| 3Y | +30.2% | +84.0% | -53.8% | +11.8% |
| 5Y | -17.8% | -35.4% | +17.6% | -23.5% |
| All | +105.2% | +1,024.2% | -919.0% | +54.4% |
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 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