-40.5%
CPB vs ARWR
+921.6%
-962.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.3% | +14.2% | -0.9% |
| 7D | +3.3% | -17.3% | +20.6% | +3.5% |
| 30D | +19.0% | -21.5% | +40.5% | +19.4% |
| 3M | +0.4% | -43.8% | +44.3% | +1.3% |
| 6M | +13.0% | -32.3% | +45.2% | +13.4% |
| YTD | -12.7% | -25.8% | +13.1% | -12.6% |
| 1Y | -20.9% | +25.5% | -46.4% | -21.7% |
| 3Y | -35.4% | +84.1% | -119.5% | -37.1% |
| 5Y | -32.3% | -39.2% | +6.9% | -33.6% |
| 10Y | -40.5% | +1,072.4% | -1,112.9% | -44.2% |
| All | -40.5% | +921.6% | -962.1% | -44.2% |
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 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