+322.4%
NET vs CNC
+9.4%
+313.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.6% | -15.2% | -2.3% |
| 7D | -16.4% | +13.4% | -29.7% | -16.1% |
| 30D | -25.8% | +18.2% | -44.1% | -25.5% |
| 3M | -11.5% | +18.6% | -30.2% | -11.1% |
| 6M | +18.9% | +41.9% | -23.0% | +20.3% |
| YTD | +35.2% | +84.7% | -49.5% | +37.3% |
| 1Y | +14.5% | +110.5% | -96.0% | +16.6% |
| All | +322.4% | +9.4% | +313.0% | +351.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 3y: compounded portfolio wealth divided by compounded CNC 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…
3y analysis · Full analysis span regression · 6 months rolling