+101.7%
CPAY vs ARWR
+79.8%
+21.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.2% |
| 7D | +1.6% | -17.8% | +19.4% | +3.1% |
| 30D | +17.6% | -18.1% | +35.8% | +19.4% |
| 3M | +8.7% | -44.2% | +52.9% | +14.0% |
| 6M | +39.5% | -38.6% | +78.2% | +44.4% |
| YTD | +53.6% | -28.0% | +81.6% | +55.0% |
| 1Y | +63.3% | +16.1% | +47.1% | +53.8% |
| 3Y | +101.7% | +84.0% | +17.7% | +61.8% |
| All | +101.7% | +79.8% | +21.9% | +61.8% |
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