-69.9%
CPNG vs ARWR
+18.9%
-88.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.8% |
| 7D | -6.3% | +2.9% | -9.1% | -6.9% |
| 30D | -8.7% | -2.9% | -5.9% | -8.2% |
| 3M | -2.4% | +15.2% | -17.7% | -6.1% |
| 6M | -22.3% | +42.3% | -64.6% | -29.4% |
| YTD | -37.2% | +28.2% | -65.4% | -41.8% |
| 1Y | -53.0% | +213.2% | -266.2% | -65.5% |
| 3Y | -20.0% | +184.6% | -204.7% | -46.8% |
| 5Y | -52.8% | +29.2% | -82.0% | -65.1% |
| All | -69.9% | +18.9% | -88.8% | -78.5% |
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 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