+112.5%
NET vs CPB
-39.5%
+152.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -2.6% |
| 7D | -7.0% | -8.6% | +1.6% | -8.5% |
| 30D | -4.8% | -7.2% | +2.5% | -6.1% |
| 3M | +3.8% | +0.9% | +2.9% | +4.3% |
| 6M | +50.0% | -11.8% | +61.9% | +45.9% |
| YTD | +41.5% | -19.4% | +60.9% | +35.1% |
| 1Y | +32.8% | -30.4% | +63.2% | +22.8% |
| 3Y | +335.9% | -40.2% | +376.0% | +295.1% |
| All | +112.5% | -39.5% | +152.0% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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