+26.7%
CP vs ARWR
+105.6%
-78.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | +2.8% | -2.9% | +5.7% | +3.1% |
| 30D | +10.2% | -5.4% | +15.6% | +10.7% |
| 3M | +2.4% | -32.2% | +34.6% | +6.1% |
| 6M | +7.7% | -26.5% | +34.2% | +10.1% |
| YTD | +26.0% | -12.4% | +38.4% | +25.9% |
| 1Y | +34.6% | +46.9% | -12.2% | +26.8% |
| 3Y | +26.7% | +116.0% | -89.3% | +7.4% |
| All | +26.7% | +105.6% | -78.9% | +7.4% |
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