+327.1%
NET vs CB
+74.5%
+252.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.2% |
| 7D | -7.0% | +0.5% | -7.5% | -6.9% |
| 30D | -4.8% | -3.1% | -1.7% | -5.2% |
| 3M | +3.8% | +9.0% | -5.1% | +4.9% |
| 6M | +50.0% | +2.9% | +47.2% | +51.1% |
| YTD | +41.5% | +10.1% | +31.4% | +43.0% |
| 1Y | +32.8% | +22.8% | +10.0% | +33.8% |
| All | +327.1% | +74.5% | +252.6% | +305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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