+516.0%
ON vs CB
+246.2%
+269.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.4% |
| 7D | -1.4% | -1.5% | +0.1% | -0.7% |
| 30D | -10.9% | +6.5% | -17.4% | -13.8% |
| 3M | -14.9% | +4.1% | -18.9% | -17.0% |
| 6M | -33.0% | +14.4% | -47.4% | -39.5% |
| YTD | +27.6% | +17.5% | +10.1% | +13.0% |
| 1Y | +44.5% | +27.5% | +16.9% | +21.8% |
| 3Y | +7.4% | +71.6% | -64.2% | -27.6% |
| 5Y | +18.7% | +100.6% | -81.9% | -29.3% |
| 10Y | +516.0% | +243.0% | +273.0% | +174.1% |
| All | +516.0% | +246.2% | +269.8% | +174.1% |
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