+1,428.0%
CPAY vs ARWR
+848.8%
+579.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +2.1% | +1.7% | +0.4% | +1.9% |
| 30D | +5.5% | -0.7% | +6.2% | +5.5% |
| 3M | +16.6% | +14.9% | +1.7% | +14.7% |
| 6M | +26.7% | +32.6% | -6.0% | +22.5% |
| YTD | +38.4% | +30.0% | +8.3% | +33.7% |
| 1Y | +30.1% | +208.4% | -178.2% | +15.0% |
| 3Y | +52.6% | +208.8% | -156.2% | +29.7% |
| 5Y | +59.0% | +27.8% | +31.2% | +41.6% |
| 10Y | +148.4% | +1,107.6% | -959.2% | +76.2% |
| All | +1,428.0% | +848.8% | +579.2% | +899.6% |
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 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