+5,556.5%
CNQ vs ARWR
-18.3%
+5,574.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | -4.0% | +4.2% | +0.2% |
| 30D | +6.2% | -5.0% | +11.2% | +6.3% |
| 3M | +12.4% | +11.3% | +1.0% | +12.2% |
| 6M | +9.0% | +42.6% | -33.6% | +8.5% |
| YTD | +52.2% | +24.8% | +27.4% | +51.7% |
| 1Y | +65.0% | +178.8% | -113.7% | +62.9% |
| 3Y | +78.8% | +183.3% | -104.5% | +75.6% |
| 5Y | +286.0% | +29.5% | +256.5% | +280.8% |
| 10Y | +420.7% | +1,057.1% | -636.4% | +400.4% |
| All | +5,556.5% | -18.3% | +5,574.8% | +5,468.4% |
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