+167.4%
CPB vs ARWR
-97.0%
+264.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 6M | -11.8% | +32.6% | -44.4% | -11.8% |
| YTD | -19.4% | +30.0% | -49.5% | -19.4% |
| 1Y | -30.4% | +208.4% | -238.7% | -30.5% |
| 3Y | -40.2% | +208.8% | -249.0% | -40.2% |
| 5Y | -39.5% | +27.8% | -67.3% | -39.6% |
| 10Y | -47.4% | +1,107.6% | -1,154.9% | -47.5% |
| All | +167.4% | -97.0% | +264.5% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling