+112.5%
NET vs CNC
+4.6%
+107.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.9% |
| 7D | -7.0% | +3.5% | -10.5% | -7.2% |
| 30D | -4.8% | +0.1% | -4.9% | -4.8% |
| 3M | +3.8% | +6.9% | -3.1% | +3.3% |
| 6M | +50.0% | +49.0% | +1.0% | +45.2% |
| YTD | +41.5% | +62.9% | -21.4% | +35.3% |
| 1Y | +32.8% | +134.0% | -101.2% | +21.9% |
| 3Y | +335.9% | +9.4% | +326.5% | +316.8% |
| All | +112.5% | +4.6% | +107.9% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling