+97.4%
CB vs AON
+13.7%
+83.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.5% |
| 7D | -0.6% | -3.2% | +2.6% | +0.7% |
| 30D | -3.9% | -11.9% | +8.0% | +1.0% |
| 3M | +4.9% | -2.9% | +7.8% | +5.8% |
| 6M | +3.3% | -6.8% | +10.1% | +5.7% |
| YTD | +8.5% | -10.1% | +18.6% | +12.4% |
| 1Y | +22.1% | -14.2% | +36.3% | +29.1% |
| 3Y | +70.1% | -3.3% | +73.4% | +69.2% |
| 5Y | +97.4% | +13.6% | +83.8% | +79.5% |
| All | +97.4% | +13.7% | +83.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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