-99.3%
CNET vs SPY
+926.9%
-1,026.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.9% |
| 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% | +73.9% |
| 6M | +71.6% | +13.0% | +58.6% | +57.4% |
| YTD | -6.6% | +13.5% | -20.2% | -15.0% |
| 1Y | -19.6% | +20.0% | -39.6% | -29.7% |
| 3Y | -71.1% | +77.2% | -148.3% | -81.3% |
| 5Y | -95.7% | +81.9% | -177.6% | -97.3% |
| 10Y | -96.2% | +314.1% | -410.3% | -98.7% |
| All | -99.3% | +926.9% | -1,026.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling