+131.5%
CNP vs ARWR
+1,075.6%
-944.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.2% |
| 7D | +1.6% | +2.9% | -1.2% | +1.5% |
| 30D | -0.8% | -2.9% | +2.1% | -0.6% |
| 3M | -3.6% | +15.2% | -18.8% | -4.6% |
| 6M | -6.9% | +42.3% | -49.2% | -9.3% |
| YTD | +6.4% | +28.2% | -21.8% | +4.2% |
| 1Y | +9.9% | +213.2% | -203.3% | +1.3% |
| 3Y | +53.1% | +184.6% | -131.6% | +37.8% |
| 5Y | +72.0% | +29.2% | +42.7% | +59.2% |
| 10Y | +131.5% | +1,012.5% | -881.0% | +90.5% |
| All | +131.5% | +1,075.6% | -944.0% | +90.5% |
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