+73.4%
CNP vs ARWR
-34.9%
+108.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.5% |
| 7D | +1.3% | -17.8% | +19.2% | +2.0% |
| 30D | +3.8% | -18.1% | +21.9% | +4.6% |
| 3M | +2.4% | -44.2% | +46.5% | +4.6% |
| 6M | -1.2% | -38.6% | +37.5% | +0.5% |
| YTD | +9.3% | -28.0% | +37.3% | +10.1% |
| 1Y | +6.4% | +16.1% | -9.7% | +4.6% |
| 3Y | +66.4% | +84.0% | -17.6% | +56.1% |
| All | +73.4% | -34.9% | +108.3% | +62.5% |
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 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