+1,449.6%
NET vs CG
+128.2%
+1,321.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.0% |
| 7D | -7.0% | -4.3% | -2.7% | -4.5% |
| 30D | -4.8% | -5.1% | +0.3% | -1.8% |
| 3M | +3.8% | +8.7% | -4.8% | -1.7% |
| 6M | +50.0% | -9.2% | +59.3% | +55.2% |
| YTD | +41.5% | -18.9% | +60.3% | +54.8% |
| 1Y | +32.8% | -25.6% | +58.5% | +51.6% |
| 3Y | +335.9% | +57.3% | +278.6% | +192.3% |
| 5Y | +113.8% | +10.2% | +103.7% | +73.0% |
| All | +1,449.6% | +128.2% | +1,321.3% | +882.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling