+37.9%
CP vs ARWR
+85.8%
-47.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -0.7% | -19.9% | +19.3% | +1.3% |
| 30D | +9.6% | -18.7% | +28.4% | +11.6% |
| 3M | +2.2% | -44.7% | +46.9% | +7.9% |
| 6M | +11.1% | -36.5% | +47.6% | +15.1% |
| YTD | +28.2% | -25.7% | +53.8% | +29.9% |
| 1Y | +32.2% | +18.9% | +13.2% | +26.9% |
| All | +37.9% | +85.8% | -47.9% | +18.7% |
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 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