+149.4%
CPAY vs ARWR
+1,080.6%
-931.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.7% | -4.3% | +1.6% | -2.2% |
| 30D | +0.6% | -7.3% | +7.8% | +1.3% |
| 3M | +17.0% | +17.0% | 0.0% | +14.5% |
| 6M | +24.1% | +39.8% | -15.7% | +18.5% |
| YTD | +35.7% | +24.7% | +11.1% | +30.9% |
| 1Y | +34.0% | +186.5% | -152.5% | +16.2% |
| 3Y | +50.3% | +176.8% | -126.5% | +24.2% |
| 5Y | +56.7% | +29.3% | +27.3% | +35.3% |
| All | +149.4% | +1,080.6% | -931.2% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling