-40.3%
CPB vs ARWR
+1,024.2%
-1,064.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +3.2% |
| 7D | -1.6% | -17.8% | +16.3% | -1.3% |
| 30D | +19.2% | -18.1% | +37.4% | +19.6% |
| 3M | -0.9% | -44.2% | +43.2% | -0.1% |
| 6M | +15.2% | -38.6% | +53.9% | +15.9% |
| YTD | -13.1% | -28.0% | +15.0% | -12.9% |
| 1Y | -22.4% | +16.1% | -38.6% | -23.1% |
| 3Y | -35.3% | +84.0% | -119.3% | -37.0% |
| 5Y | -33.0% | -35.4% | +2.4% | -34.3% |
| All | -40.3% | +1,024.2% | -1,064.5% | -43.7% |
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