+991.0%
CNP vs ARWR
-98.0%
+1,089.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.7% |
| 7D | -4.2% | -2.9% | -1.3% | -4.2% |
| 30D | +5.5% | -5.4% | +10.9% | +5.5% |
| 3M | +0.6% | -32.2% | +32.8% | +0.7% |
| 6M | -2.8% | -26.5% | +23.7% | -2.8% |
| YTD | +7.9% | -12.4% | +20.3% | +7.9% |
| 1Y | +6.7% | +46.9% | -40.2% | +6.4% |
| 3Y | +61.1% | +116.0% | -54.8% | +60.3% |
| 5Y | +73.0% | -28.0% | +100.9% | +72.5% |
| 10Y | +141.9% | +923.9% | -782.1% | +138.7% |
| All | +991.0% | -98.0% | +1,089.0% | +962.8% |
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