+97.6%
CB vs ONON
-24.2%
+121.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -0.5% | -3.5% | +2.9% | -0.4% |
| 30D | -3.1% | -30.8% | +27.7% | -1.7% |
| 3M | +4.2% | -29.8% | +34.0% | +5.5% |
| 6M | +4.7% | -34.8% | +39.5% | +6.3% |
| YTD | +8.8% | -42.3% | +51.1% | +11.0% |
| 1Y | +22.6% | -39.5% | +62.2% | +24.7% |
| 3Y | +70.6% | -9.3% | +79.9% | +67.5% |
| All | +97.6% | -24.2% | +121.8% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling