+36.3%
CNET vs SPY
+7.0%
+29.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.7% | +1.9% |
| 7D | +3.3% | -0.7% | +4.0% | +4.1% |
| 30D | -40.5% | -1.0% | -39.5% | -39.6% |
| 3M | -35.2% | -0.3% | -34.8% | -34.3% |
| 6M | +36.3% | +7.3% | +28.9% | +13.7% |
| All | +36.3% | +7.0% | +29.2% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling