+117.4%
CB vs ONON
-1.9%
+119.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | -10.1% | +9.1% | -0.6% |
| 30D | +7.3% | -1.8% | +9.1% | +7.4% |
| 3M | +7.0% | +12.3% | -5.3% | +6.4% |
| 6M | +16.3% | +2.0% | +14.4% | +15.9% |
| YTD | +19.7% | -25.3% | +45.1% | +20.8% |
| 1Y | +27.8% | -1.3% | +29.1% | +27.2% |
| 3Y | +72.0% | +29.0% | +43.0% | +66.1% |
| 5Y | +104.9% | -6.2% | +111.1% | +92.3% |
| All | +117.4% | -1.9% | +119.4% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling