+78.8%
CNQ vs ARWR
+173.9%
-95.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | -4.0% | +4.2% | +0.3% |
| 30D | +6.2% | -5.0% | +11.2% | +6.5% |
| 3M | +12.4% | +11.3% | +1.0% | +11.5% |
| 6M | +9.0% | +42.6% | -33.6% | +6.0% |
| YTD | +52.2% | +24.8% | +27.4% | +49.2% |
| 1Y | +65.0% | +178.8% | -113.7% | +50.4% |
| 3Y | +78.8% | +183.3% | -104.5% | +53.6% |
| All | +78.8% | +173.9% | -95.0% | +53.6% |
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 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