+1,381.0%
NET vs CNP
+67.1%
+1,313.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.9% |
| 7D | -16.4% | -1.3% | -15.0% | -16.2% |
| 30D | -25.8% | +8.7% | -34.6% | -27.1% |
| 3M | -11.5% | -0.7% | -10.8% | -11.6% |
| 6M | +18.9% | -4.2% | +23.1% | +19.5% |
| YTD | +35.2% | +8.9% | +26.3% | +31.9% |
| 1Y | +14.5% | +8.3% | +6.1% | +11.7% |
| 3Y | +313.8% | +61.8% | +252.1% | +262.8% |
| 5Y | +32.6% | +75.7% | -43.1% | +15.0% |
| All | +1,381.0% | +67.1% | +1,313.9% | +1,133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling