+257.6%
CP vs ARWR
+921.6%
-664.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.3% | +17.4% | +3.2% |
| 7D | +2.8% | -17.3% | +20.1% | +4.1% |
| 30D | +11.3% | -21.5% | +32.9% | +13.2% |
| 3M | +2.9% | -43.8% | +46.7% | +7.1% |
| 6M | +9.8% | -32.3% | +42.0% | +12.2% |
| YTD | +28.5% | -25.8% | +54.4% | +30.1% |
| 1Y | +33.5% | +25.5% | +8.0% | +29.4% |
| 3Y | +31.9% | +84.1% | -52.2% | +20.1% |
| 5Y | +25.5% | -39.2% | +64.7% | +19.7% |
| 10Y | +257.6% | +1,072.4% | -814.8% | +212.7% |
| All | +257.6% | +921.6% | -664.0% | +212.7% |
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