+32.8%
NET vs CFG
+40.4%
-7.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -7.0% | +1.5% | -8.5% | -7.4% |
| 30D | -4.8% | -3.8% | -1.0% | -3.7% |
| 3M | +3.8% | +11.5% | -7.7% | +0.4% |
| 6M | +50.0% | +19.2% | +30.9% | +41.2% |
| YTD | +41.5% | +23.7% | +17.8% | +32.2% |
| 1Y | +32.8% | +38.8% | -6.0% | +18.1% |
| All | +32.8% | +40.4% | -7.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling