+1,381.0%
NET vs CP
+117.6%
+1,263.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -4.3% |
| 7D | -16.4% | +5.6% | -21.9% | -18.8% |
| 30D | -25.8% | +10.0% | -35.9% | -29.6% |
| 3M | -11.5% | +4.4% | -15.9% | -13.7% |
| 6M | +18.9% | +14.1% | +4.9% | +10.0% |
| YTD | +35.2% | +29.1% | +6.2% | +15.7% |
| 1Y | +14.5% | +34.6% | -20.1% | -4.3% |
| 3Y | +313.8% | +29.8% | +284.1% | +245.4% |
| 5Y | +32.6% | +28.7% | +3.9% | +12.5% |
| All | +1,381.0% | +117.6% | +1,263.4% | +863.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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