-70.2%
CPNG vs ARWR
+15.6%
-85.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.4% | -4.3% | -1.1% | -4.5% |
| 30D | -11.1% | -7.3% | -3.8% | -9.7% |
| 3M | -3.0% | +17.0% | -20.0% | -6.9% |
| 6M | -23.5% | +39.8% | -63.3% | -30.2% |
| YTD | -37.8% | +24.7% | -62.5% | -42.0% |
| 1Y | -54.3% | +186.5% | -240.8% | -65.8% |
| 3Y | -20.8% | +176.8% | -197.6% | -47.0% |
| 5Y | -51.1% | +29.3% | -80.4% | -63.7% |
| All | -70.2% | +15.6% | -85.8% | -78.6% |
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