+556.1%
ON vs CB
+248.4%
+307.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.6% |
| 7D | +3.3% | -1.0% | +4.4% | +3.9% |
| 30D | -3.1% | +7.3% | -10.5% | -6.7% |
| 3M | -9.2% | +7.0% | -16.3% | -12.7% |
| 6M | -31.4% | +16.3% | -47.7% | -38.5% |
| YTD | +36.0% | +19.7% | +16.2% | +19.3% |
| 1Y | +52.0% | +27.8% | +24.2% | +28.2% |
| 3Y | +9.3% | +72.0% | -62.7% | -26.2% |
| 5Y | +26.5% | +104.9% | -78.4% | -25.5% |
| 10Y | +556.1% | +246.7% | +309.4% | +187.0% |
| All | +556.1% | +248.4% | +307.7% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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