-45.0%
CPB vs ARWR
+1,075.6%
-1,120.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.8% |
| 7D | -8.2% | +2.9% | -11.1% | -8.3% |
| 30D | -5.6% | -2.9% | -2.7% | -5.6% |
| 3M | +3.0% | +15.2% | -12.3% | +2.6% |
| 6M | -12.7% | +42.3% | -55.0% | -13.4% |
| YTD | -18.0% | +28.2% | -46.2% | -18.5% |
| 1Y | -31.7% | +213.2% | -245.0% | -33.5% |
| 3Y | -41.0% | +184.6% | -225.6% | -43.0% |
| 5Y | -38.4% | +29.2% | -67.6% | -40.3% |
| 10Y | -45.0% | +1,012.5% | -1,057.5% | -48.2% |
| All | -45.0% | +1,075.6% | -1,120.5% | -48.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling