+32.6%
NET vs CG
-13.7%
+46.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -5.7% |
| 7D | -16.4% | +9.4% | -25.8% | -21.8% |
| 30D | -25.8% | +8.7% | -34.6% | -30.6% |
| 3M | -11.5% | -15.0% | +3.4% | -1.8% |
| 6M | +18.9% | -13.2% | +32.1% | +27.1% |
| YTD | +35.2% | -26.2% | +61.4% | +59.3% |
| 1Y | +14.5% | -14.1% | +28.6% | +19.0% |
| 3Y | +313.8% | +59.2% | +254.6% | +105.1% |
| 5Y | +32.6% | -14.8% | +47.4% | +15.0% |
| All | +32.6% | -13.7% | +46.3% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling