+97.0%
CB vs ONON
-23.0%
+120.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -1.3% |
| 7D | -0.6% | -1.7% | +1.0% | -0.5% |
| 30D | -3.9% | -27.4% | +23.5% | -2.7% |
| 3M | +4.9% | -26.5% | +31.4% | +6.1% |
| 6M | +3.3% | -34.2% | +37.5% | +4.8% |
| YTD | +8.5% | -41.3% | +49.8% | +10.6% |
| 1Y | +22.1% | -39.7% | +61.7% | +24.1% |
| 3Y | +70.1% | -7.8% | +78.0% | +66.9% |
| All | +97.0% | -23.0% | +120.0% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling