+162.5%
ON vs CB
+2,357.0%
-2,194.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.7% | -10.9% | -11.2% |
| 7D | -16.3% | +2.6% | -18.8% | -17.3% |
| 30D | -27.0% | +11.2% | -38.2% | -30.9% |
| 3M | -18.1% | +5.7% | -23.8% | -20.7% |
| 6M | -38.6% | +15.9% | -54.5% | -44.5% |
| YTD | +16.4% | +20.2% | -3.8% | +3.0% |
| 1Y | +25.8% | +32.4% | -6.6% | +5.9% |
| 3Y | -7.7% | +75.5% | -83.2% | -34.4% |
| 5Y | +6.6% | +105.5% | -98.9% | -30.9% |
| 10Y | +444.6% | +258.5% | +186.1% | +162.6% |
| All | +162.5% | +2,357.0% | -2,194.4% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling