+65.4%
CNP vs ARWR
+77.5%
-12.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | 0.0% |
| 7D | +2.5% | -17.9% | +20.4% | +2.8% |
| 30D | +4.0% | -18.9% | +22.9% | +4.4% |
| 3M | +1.6% | -46.0% | +47.6% | +2.9% |
| 6M | -1.7% | -40.3% | +38.7% | -0.7% |
| YTD | +8.6% | -29.0% | +37.6% | +9.2% |
| 1Y | +5.8% | +13.8% | -8.0% | +4.9% |
| All | +65.4% | +77.5% | -12.1% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling