+39.6%
CNH vs ARWR
+685.8%
-646.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -3.7% |
| 7D | +6.4% | -17.9% | +24.3% | +8.2% |
| 30D | -1.6% | -18.9% | +17.2% | +0.1% |
| 3M | +11.6% | -46.0% | +57.5% | +18.1% |
| 6M | +12.5% | -40.3% | +52.9% | +17.5% |
| YTD | +31.1% | -29.0% | +60.1% | +33.8% |
| 1Y | +17.0% | +13.8% | +3.2% | +13.0% |
| 3Y | +28.7% | +74.9% | -46.2% | +13.7% |
| 5Y | -17.4% | -36.2% | +18.8% | -22.2% |
| 10Y | +105.0% | +1,028.0% | -923.0% | +48.2% |
| All | +39.6% | +685.8% | -646.2% | -5.7% |
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 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