+112.5%
NET vs CB
+99.7%
+12.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.8% |
| 7D | -7.0% | +0.5% | -7.5% | -7.0% |
| 30D | -4.8% | -3.1% | -1.7% | -4.5% |
| 3M | +3.8% | +9.0% | -5.1% | +2.4% |
| 6M | +50.0% | +2.9% | +47.2% | +49.3% |
| YTD | +41.5% | +10.1% | +31.4% | +38.8% |
| 1Y | +32.8% | +22.8% | +10.0% | +27.1% |
| 3Y | +335.9% | +73.8% | +262.1% | +269.8% |
| All | +112.5% | +99.7% | +12.8% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling