+250.7%
CP vs ARWR
+1,055.7%
-804.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +2.8% | -17.7% | +20.5% | +4.2% |
| 30D | +11.0% | -21.9% | +33.0% | +12.9% |
| 3M | +3.8% | -44.5% | +48.4% | +8.2% |
| 6M | +9.5% | -32.6% | +42.1% | +12.0% |
| YTD | +28.2% | -26.2% | +54.4% | +29.9% |
| 1Y | +33.0% | +23.0% | +10.0% | +29.1% |
| 3Y | +35.5% | +81.8% | -46.2% | +23.5% |
| 5Y | +25.8% | -36.0% | +61.8% | +19.7% |
| 10Y | +250.7% | +1,039.5% | -788.8% | +206.5% |
| All | +250.7% | +1,055.7% | -804.9% | +206.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling