+2.2%
AON vs CPB
-37.1%
+39.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | -3.2% | -5.8% | +2.6% | -1.9% |
| 30D | +21.7% | +16.5% | +5.2% | +18.0% |
| 3M | -5.1% | -1.1% | -4.0% | -5.3% |
| 6M | +5.9% | +11.5% | -5.6% | +3.5% |
| YTD | -4.8% | -15.7% | +10.9% | -3.0% |
| 1Y | -4.1% | -24.7% | +20.6% | -0.2% |
| All | +2.2% | -37.1% | +39.2% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling