+189.3%
CPB vs ARWR
-98.0%
+287.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.3% |
| 7D | +8.0% | -2.9% | +10.9% | +8.0% |
| 30D | +22.4% | -5.4% | +27.8% | +22.4% |
| 3M | +2.5% | -32.2% | +34.8% | +2.6% |
| 6M | +12.2% | -26.5% | +38.7% | +12.2% |
| YTD | -12.8% | -12.4% | -0.4% | -12.8% |
| 1Y | -19.2% | +46.9% | -66.0% | -19.2% |
| 3Y | -35.6% | +116.0% | -151.5% | -35.6% |
| 5Y | -31.4% | -28.0% | -3.5% | -31.5% |
| 10Y | -37.9% | +923.9% | -961.9% | -38.1% |
| All | +189.3% | -98.0% | +287.3% | +205.0% |
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