+452.4%
ON vs CF
+561.7%
-109.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -11.7% | -3.2% | -8.5% | -11.0% |
| 30D | -23.3% | +4.3% | -27.6% | -25.0% |
| 3M | -19.2% | +2.8% | -22.0% | -21.2% |
| 6M | -40.1% | +0.6% | -40.8% | -42.0% |
| YTD | +16.9% | +56.6% | -39.7% | -10.0% |
| 1Y | +29.7% | +49.6% | -19.9% | +1.7% |
| 3Y | -4.4% | +61.5% | -65.9% | -30.7% |
| 5Y | +7.1% | +124.0% | -116.9% | -40.9% |
| All | +452.4% | +561.7% | -109.3% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling