+8.0%
AON vs CPB
-38.1%
+46.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -7.9% | -8.0% | +0.1% | -6.5% |
| 30D | -14.6% | -2.4% | -12.2% | -14.3% |
| 3M | -7.9% | +0.5% | -8.4% | -8.2% |
| 6M | -8.0% | -10.5% | +2.5% | -6.6% |
| YTD | -13.2% | -17.5% | +4.3% | -10.9% |
| 1Y | -16.4% | -31.0% | +14.6% | -11.5% |
| 3Y | -6.7% | -40.6% | +34.0% | +1.0% |
| 5Y | +8.0% | -37.7% | +45.8% | +19.3% |
| All | +8.0% | -38.1% | +46.1% | +19.3% |
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