-45.2%
CPNG vs ARWR
-36.3%
-9.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -6.2% | -19.9% | +13.7% | -1.6% |
| 30D | +4.6% | -18.7% | +23.4% | +9.5% |
| 3M | -3.1% | -44.7% | +41.6% | +10.5% |
| 6M | -0.9% | -36.5% | +35.6% | +8.6% |
| YTD | -32.2% | -25.7% | -6.6% | -29.5% |
| 1Y | -44.2% | +18.9% | -63.1% | -49.2% |
| 3Y | +4.4% | +83.1% | -78.7% | -27.2% |
| 5Y | -45.2% | -34.9% | -10.4% | -53.5% |
| All | -45.2% | -36.3% | -9.0% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling