+13.1%
CNH vs ARWR
+28.5%
-15.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +23.3% | +1.7% | +21.6% | +23.0% |
| 30D | +33.5% | -0.7% | +34.1% | +33.5% |
| 3M | +32.7% | +14.9% | +17.8% | +29.8% |
| 6M | +22.2% | +32.6% | -10.5% | +16.7% |
| YTD | +57.7% | +30.0% | +27.6% | +50.5% |
| 1Y | +28.0% | +208.4% | -180.4% | +6.9% |
| 3Y | +11.5% | +208.8% | -197.3% | -13.3% |
| All | +13.1% | +28.5% | -15.4% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling