+1,381.0%
NET vs CG
+107.7%
+1,273.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -5.1% |
| 7D | -16.4% | +9.4% | -25.8% | -20.8% |
| 30D | -25.8% | +8.7% | -34.6% | -29.7% |
| 3M | -11.5% | -15.0% | +3.4% | -3.7% |
| 6M | +18.9% | -13.2% | +32.1% | +25.7% |
| YTD | +35.2% | -26.2% | +61.4% | +54.6% |
| 1Y | +14.5% | -14.1% | +28.6% | +19.0% |
| 3Y | +313.8% | +59.2% | +254.6% | +170.5% |
| 5Y | +32.6% | -14.8% | +47.4% | +17.4% |
| All | +1,381.0% | +107.7% | +1,273.3% | +881.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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