+163.8%
ON vs CB
+2,313.3%
-2,149.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | -11.7% | +0.2% | -11.9% | -11.8% |
| 30D | -23.3% | +9.1% | -32.3% | -26.7% |
| 3M | -19.2% | +3.4% | -22.6% | -20.9% |
| 6M | -40.1% | +14.1% | -54.2% | -45.5% |
| YTD | +16.9% | +18.0% | -1.1% | +4.4% |
| 1Y | +29.7% | +30.1% | -0.4% | +10.1% |
| 3Y | -4.4% | +71.8% | -76.2% | -31.4% |
| 5Y | +7.1% | +101.8% | -94.8% | -30.0% |
| 10Y | +447.2% | +252.1% | +195.0% | +166.1% |
| All | +163.8% | +2,313.3% | -2,149.5% | -57.4% |
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