+32.6%
NET vs CB
+108.7%
-76.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.7% |
| 7D | -16.4% | +5.3% | -21.6% | -16.7% |
| 30D | -25.8% | +13.2% | -39.1% | -26.7% |
| 3M | -11.5% | +7.8% | -19.3% | -12.1% |
| 6M | +18.9% | +15.8% | +3.1% | +16.8% |
| YTD | +35.2% | +21.0% | +14.2% | +31.5% |
| 1Y | +14.5% | +32.2% | -17.7% | +9.1% |
| 3Y | +313.8% | +76.7% | +237.1% | +256.2% |
| 5Y | +32.6% | +110.4% | -77.8% | +11.2% |
| All | +32.6% | +108.7% | -76.1% | +11.2% |
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 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