+73.9%
CNP vs ARWR
-28.9%
+102.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.7% |
| 7D | -4.2% | -2.9% | -1.3% | -4.1% |
| 30D | +5.5% | -5.4% | +10.9% | +5.7% |
| 3M | +0.6% | -32.2% | +32.8% | +2.0% |
| 6M | -2.8% | -26.5% | +23.7% | -1.9% |
| YTD | +7.9% | -12.4% | +20.3% | +7.9% |
| 1Y | +6.7% | +46.9% | -40.2% | +4.0% |
| 3Y | +61.1% | +116.0% | -54.8% | +50.8% |
| All | +73.9% | -28.9% | +102.9% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling