-14.9%
CNH vs ARWR
-28.9%
+14.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.5% | +2.6% |
| 7D | -1.7% | -2.9% | +1.2% | -1.3% |
| 30D | -7.2% | -5.4% | -1.8% | -6.7% |
| 3M | +6.5% | -32.2% | +38.8% | +11.5% |
| 6M | +7.9% | -26.5% | +34.4% | +11.1% |
| YTD | +26.6% | -12.4% | +39.0% | +26.8% |
| 1Y | +13.8% | +46.9% | -33.1% | +5.3% |
| 3Y | +9.2% | +116.0% | -106.8% | -10.9% |
| All | -14.9% | -28.9% | +14.1% | -27.7% |
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