+34.8%
CNH vs ARWR
+869.3%
-834.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.5% | +2.6% |
| 7D | -1.7% | -2.9% | +1.2% | -1.4% |
| 30D | -7.2% | -5.4% | -1.8% | -6.8% |
| 3M | +6.5% | -32.2% | +38.8% | +10.5% |
| 6M | +7.9% | -26.5% | +34.4% | +10.5% |
| YTD | +26.6% | -12.4% | +39.0% | +26.9% |
| 1Y | +13.8% | +46.9% | -33.1% | +7.4% |
| 3Y | +9.2% | +116.0% | -106.8% | -5.3% |
| 5Y | -15.6% | -28.0% | +12.4% | -21.3% |
| 10Y | +119.2% | +923.9% | -804.7% | +57.7% |
| All | +34.8% | +869.3% | -834.5% | -10.6% |
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