+1,449.6%
NET vs CFG
+158.7%
+1,290.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | +3.8% | +11.5% | -7.7% | +0.7% |
| 6M | +50.0% | +19.2% | +30.9% | +42.7% |
| YTD | +41.5% | +23.7% | +17.8% | +33.1% |
| 1Y | +32.8% | +38.8% | -6.0% | +21.0% |
| 3Y | +335.9% | +178.9% | +157.0% | +233.8% |
| 5Y | +113.8% | +101.8% | +12.0% | +73.1% |
| All | +1,449.6% | +158.7% | +1,290.8% | +1,246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling