+112.5%
NET vs CFG
+101.4%
+11.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -7.0% | +1.5% | -8.5% | -7.8% |
| 30D | -4.8% | -3.8% | -1.0% | -2.8% |
| 3M | +3.8% | +11.5% | -7.7% | -2.5% |
| 6M | +50.0% | +19.2% | +30.9% | +35.2% |
| YTD | +41.5% | +23.7% | +17.8% | +24.3% |
| 1Y | +32.8% | +38.8% | -6.0% | +9.0% |
| 3Y | +335.9% | +178.9% | +157.0% | +130.7% |
| All | +112.5% | +101.4% | +11.1% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling