+964.5%
CNP vs ARWR
-97.0%
+1,061.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +1.1% | +1.7% | -0.6% | +1.1% |
| 30D | -1.8% | -0.7% | -1.2% | -1.8% |
| 3M | -4.6% | +14.9% | -19.5% | -4.7% |
| 6M | -8.8% | +32.6% | -41.5% | -9.0% |
| YTD | +5.2% | +30.0% | -24.8% | +5.1% |
| 1Y | +8.3% | +208.4% | -200.0% | +7.8% |
| 3Y | +54.9% | +208.8% | -153.9% | +53.9% |
| 5Y | +73.5% | +27.8% | +45.7% | +72.7% |
| 10Y | +139.1% | +1,107.6% | -968.4% | +135.8% |
| All | +964.5% | -97.0% | +1,061.5% | +935.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling