-70.6%
CNET vs SPY
+77.4%
-148.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.0% |
| 7D | -8.6% | +0.1% | -8.7% | -8.6% |
| 30D | -11.8% | +0.1% | -11.9% | -11.8% |
| 3M | +76.4% | +2.0% | +74.4% | +74.4% |
| 6M | +71.6% | +13.0% | +58.6% | +59.8% |
| YTD | -6.6% | +13.5% | -20.2% | -13.5% |
| 1Y | -19.6% | +20.0% | -39.6% | -27.9% |
| All | -70.6% | +77.4% | -148.0% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling