+38.4%
CP vs ARWR
+79.8%
-41.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +2.1% | -17.8% | +20.0% | +3.9% |
| 30D | +9.3% | -18.1% | +27.5% | +11.2% |
| 3M | +0.5% | -44.2% | +44.6% | +5.9% |
| 6M | +10.4% | -38.6% | +49.1% | +14.7% |
| YTD | +28.7% | -28.0% | +56.7% | +30.8% |
| 1Y | +33.2% | +16.1% | +17.0% | +28.1% |
| 3Y | +38.4% | +84.0% | -45.5% | +19.5% |
| All | +38.4% | +79.8% | -41.4% | +19.5% |
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 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