+9,246.1%
CP vs ARWR
-97.0%
+9,343.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.7% | +1.7% | -4.4% | -2.7% |
| 30D | +0.2% | -0.7% | +0.8% | +0.2% |
| 3M | +2.6% | +14.9% | -12.3% | +2.5% |
| 6M | +6.0% | +32.6% | -26.7% | +5.8% |
| YTD | +24.9% | +30.0% | -5.1% | +24.8% |
| 1Y | +20.1% | +208.4% | -188.2% | +19.6% |
| 3Y | +16.4% | +208.8% | -192.4% | +15.8% |
| 5Y | +31.7% | +27.8% | +3.9% | +31.2% |
| 10Y | +223.9% | +1,107.6% | -883.7% | +220.7% |
| All | +9,246.1% | -97.0% | +9,343.1% | +9,957.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling