-18.1%
ON vs CB
+6.7%
-24.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.7% | -10.9% | -12.0% |
| 7D | -16.3% | +2.6% | -18.8% | -14.6% |
| 30D | -27.0% | +11.2% | -38.2% | -21.3% |
| 3M | -18.1% | +5.7% | -23.8% | -18.3% |
| All | -18.1% | +6.7% | -24.8% | -18.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling