+26.8%
CP vs ARWR
-38.4%
+65.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.3% |
| 7D | +0.9% | -17.9% | +18.8% | +2.7% |
| 30D | +10.3% | -18.9% | +29.2% | +12.3% |
| 3M | +2.3% | -46.0% | +48.2% | +8.2% |
| 6M | +10.7% | -40.3% | +51.1% | +15.4% |
| YTD | +29.3% | -29.0% | +58.3% | +31.8% |
| 1Y | +31.5% | +13.8% | +17.6% | +27.0% |
| 3Y | +36.7% | +74.9% | -38.2% | +19.5% |
| 5Y | +26.8% | -36.2% | +63.0% | +13.6% |
| All | +26.8% | -38.4% | +65.2% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling