-20.6%
CPB vs ARWR
+20.5%
-41.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.3% | +14.2% | -1.6% |
| 7D | +3.3% | -17.3% | +20.6% | +2.7% |
| 30D | +19.0% | -21.5% | +40.5% | +18.1% |
| 3M | +0.4% | -43.8% | +44.3% | -1.6% |
| 6M | +13.0% | -32.3% | +45.2% | +11.2% |
| YTD | -12.7% | -25.8% | +13.1% | -14.6% |
| All | -20.6% | +20.5% | -41.2% | -22.8% |
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