+47.6%
ON vs CF
+35.9%
+11.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -2.8% |
| 7D | -5.8% | -6.9% | +1.1% | -7.1% |
| 30D | -17.1% | -3.7% | -13.4% | -17.6% |
| 3M | -11.8% | -5.0% | -6.9% | -12.2% |
| 6M | -30.2% | -10.5% | -19.7% | -31.3% |
| YTD | +31.6% | +46.5% | -15.0% | +22.2% |
| 1Y | +47.6% | +34.8% | +12.7% | +42.1% |
| All | +47.6% | +35.9% | +11.7% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling