+4.4%
ON vs CB
+71.0%
-66.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +1.1% |
| 7D | -4.1% | +0.7% | -4.8% | -3.9% |
| 30D | -10.2% | +8.2% | -18.4% | -8.3% |
| 3M | -12.7% | +6.3% | -19.0% | -11.1% |
| 6M | -32.5% | +16.2% | -48.7% | -30.6% |
| YTD | +28.6% | +19.3% | +9.2% | +32.1% |
| 1Y | +43.4% | +29.2% | +14.2% | +46.2% |
| All | +4.4% | +71.0% | -66.6% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling