+5,325.1%
AON vs CPB
+345.1%
+4,980.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | -3.2% | -5.8% | +2.6% | -1.8% |
| 30D | +21.7% | +16.5% | +5.2% | +17.2% |
| 3M | -5.1% | -1.1% | -4.0% | -5.1% |
| 6M | +5.9% | +11.5% | -5.6% | +2.7% |
| YTD | -4.8% | -15.7% | +10.9% | -1.7% |
| 1Y | -4.1% | -24.7% | +20.6% | +1.7% |
| 3Y | +2.0% | -37.3% | +39.3% | +11.7% |
| 5Y | +15.2% | -35.0% | +50.2% | +23.5% |
| 10Y | +229.5% | -41.0% | +270.6% | +247.9% |
| All | +5,325.1% | +345.1% | +4,980.0% | +3,410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling