-3.3%
AON vs CPB
-40.5%
+37.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.0% | -2.6% |
| 7D | -3.2% | -8.2% | +5.0% | -1.6% |
| 30D | -11.9% | -5.6% | -6.3% | -11.0% |
| 3M | -2.9% | +3.0% | -5.8% | -3.5% |
| 6M | -6.8% | -12.7% | +5.9% | -4.9% |
| YTD | -10.1% | -18.0% | +7.9% | -7.5% |
| 1Y | -14.2% | -31.7% | +17.5% | -8.7% |
| 3Y | -3.3% | -41.0% | +37.7% | +6.1% |
| All | -3.3% | -40.5% | +37.3% | +6.1% |
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