+209.9%
ON vs CB
+2,151.6%
-1,941.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.9% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | -3.3% | -3.1% | -0.2% | -2.0% |
| 3M | -43.6% | +9.0% | -52.5% | -47.1% |
| 6M | +19.0% | +2.9% | +16.1% | +14.4% |
| YTD | +37.4% | +10.1% | +27.3% | +27.3% |
| 1Y | +54.8% | +22.8% | +32.0% | +34.9% |
| 3Y | -25.2% | +73.8% | -99.0% | -46.8% |
| 5Y | +62.7% | +99.2% | -36.4% | +7.0% |
| 10Y | +574.3% | +218.2% | +356.1% | +245.3% |
| All | +209.9% | +2,151.6% | -1,941.6% | -48.0% |
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