+139.8%
CNP vs ARWR
+921.6%
-781.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.3% | +15.7% | +1.3% |
| 7D | -4.3% | -17.3% | +13.0% | -3.3% |
| 30D | +5.7% | -21.5% | +27.3% | +7.1% |
| 3M | +0.9% | -43.8% | +44.7% | +4.2% |
| 6M | -1.1% | -32.3% | +31.2% | +0.7% |
| YTD | +8.3% | -25.8% | +34.1% | +9.3% |
| 1Y | +5.9% | +25.5% | -19.6% | +3.1% |
| 3Y | +64.6% | +84.1% | -19.5% | +51.8% |
| 5Y | +74.6% | -39.2% | +113.8% | +69.3% |
| 10Y | +139.8% | +1,072.4% | -932.5% | +97.2% |
| All | +139.8% | +921.6% | -781.7% | +97.2% |
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