+144.0%
CNP vs ARWR
+1,021.8%
-877.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -0.1% | -19.9% | +19.8% | +1.1% |
| 30D | +5.0% | -18.7% | +23.8% | +6.2% |
| 3M | +2.7% | -44.7% | +47.3% | +6.0% |
| 6M | -1.9% | -36.5% | +34.6% | +0.3% |
| YTD | +8.8% | -25.7% | +34.4% | +9.8% |
| 1Y | +5.6% | +18.9% | -13.3% | +3.2% |
| 3Y | +63.2% | +83.1% | -19.9% | +50.6% |
| 5Y | +73.8% | -34.9% | +108.6% | +67.7% |
| 10Y | +144.0% | +1,080.9% | -936.8% | +100.9% |
| All | +144.0% | +1,021.8% | -877.8% | +100.9% |
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