+1,449.6%
NET vs CNP
+61.6%
+1,388.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -7.0% | +1.1% | -8.1% | -7.2% |
| 30D | -4.8% | -1.8% | -3.0% | -4.5% |
| 3M | +3.8% | -4.6% | +8.5% | +4.6% |
| 6M | +50.0% | -8.8% | +58.9% | +52.3% |
| YTD | +41.5% | +5.2% | +36.2% | +39.1% |
| 1Y | +32.8% | +8.3% | +24.5% | +29.5% |
| 3Y | +335.9% | +54.9% | +281.0% | +285.9% |
| 5Y | +113.8% | +73.5% | +40.3% | +86.1% |
| All | +1,449.6% | +61.6% | +1,388.0% | +1,200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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