+143.3%
CNP vs ARWR
+1,055.7%
-912.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | -3.0% | -17.7% | +14.7% | -2.0% |
| 30D | +6.8% | -21.9% | +28.8% | +8.3% |
| 3M | +3.6% | -44.5% | +48.2% | +7.0% |
| 6M | 0.0% | -32.6% | +32.6% | +1.8% |
| YTD | +9.4% | -26.2% | +35.6% | +10.4% |
| 1Y | +6.8% | +23.0% | -16.1% | +4.1% |
| 3Y | +64.2% | +81.8% | -17.6% | +51.5% |
| 5Y | +76.0% | -36.0% | +112.1% | +70.1% |
| 10Y | +143.3% | +1,039.5% | -896.2% | +100.3% |
| All | +143.3% | +1,055.7% | -912.3% | +100.3% |
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