-41.5%
CPB vs ARWR
+197.7%
-239.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -8.6% | +1.7% | -10.3% | -8.6% |
| 30D | -7.2% | -0.7% | -6.6% | -7.2% |
| 3M | +0.9% | +14.9% | -14.0% | +0.3% |
| 6M | -11.8% | +32.6% | -44.4% | -13.1% |
| YTD | -19.4% | +30.0% | -49.5% | -20.6% |
| 1Y | -30.4% | +208.4% | -238.7% | -34.6% |
| All | -41.5% | +197.7% | -239.2% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling