-18.0%
CPB vs ARWR
+59.7%
-77.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.6% | +2.4% | +6.0% |
| 7D | +13.0% | +2.4% | +10.6% | +13.0% |
| 30D | +20.5% | -1.1% | +21.6% | +20.5% |
| 3M | +2.2% | -31.2% | +33.4% | +0.8% |
| 6M | +15.4% | -19.3% | +34.7% | +14.5% |
| YTD | -12.3% | -7.1% | -5.2% | -13.6% |
| 1Y | -18.0% | +62.9% | -80.9% | -18.1% |
| All | -18.0% | +59.7% | -77.7% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling