+33.3%
CP vs ARWR
+20.5%
+12.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.3% | +17.4% | +3.0% |
| 7D | +2.8% | -17.3% | +20.1% | +4.0% |
| 30D | +11.3% | -21.5% | +32.9% | +13.1% |
| 3M | +2.9% | -43.8% | +46.7% | +7.2% |
| 6M | +9.8% | -32.3% | +42.0% | +12.0% |
| YTD | +28.5% | -25.8% | +54.4% | +28.9% |
| All | +33.3% | +20.5% | +12.8% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling