+1,381.0%
NET vs CFG
+142.8%
+1,238.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -3.2% |
| 7D | -16.4% | +1.8% | -18.1% | -16.8% |
| 30D | -25.8% | +3.3% | -29.1% | -26.5% |
| 3M | -11.5% | -9.8% | -1.7% | -9.2% |
| 6M | +18.9% | +5.2% | +13.7% | +16.9% |
| YTD | +35.2% | +16.1% | +19.1% | +29.2% |
| 1Y | +14.5% | +33.7% | -19.2% | +5.3% |
| 3Y | +313.8% | +181.2% | +132.6% | +217.3% |
| 5Y | +32.6% | +69.1% | -36.6% | +9.5% |
| All | +1,381.0% | +142.8% | +1,238.2% | +1,207.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling