-69.0%
CPNG vs ARWR
-34.2%
-34.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -3.4% |
| 7D | -6.9% | -17.9% | +11.1% | -3.1% |
| 30D | +1.1% | -18.9% | +20.0% | +5.6% |
| 3M | -6.3% | -46.0% | +39.6% | +6.6% |
| 6M | -3.8% | -40.3% | +36.5% | +6.2% |
| YTD | -35.2% | -29.0% | -6.2% | -32.0% |
| 1Y | -47.0% | +13.8% | -60.8% | -50.8% |
| 3Y | -0.2% | +74.9% | -75.1% | -27.1% |
| 5Y | -42.5% | -36.2% | -6.2% | -51.4% |
| All | -69.0% | -34.2% | -34.8% | -74.9% |
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