+523.3%
ON vs CF
+479.1%
+44.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.7% |
| 7D | +12.2% | +4.8% | +7.5% | +10.4% |
| 30D | -3.1% | +4.7% | -7.8% | -5.3% |
| 3M | -12.9% | +7.4% | -20.3% | -16.3% |
| 6M | -38.6% | +0.6% | -39.2% | -40.2% |
| YTD | +31.2% | +64.1% | -32.9% | -0.9% |
| 1Y | +47.6% | +51.4% | -3.8% | +15.2% |
| 3Y | +6.6% | +67.8% | -61.2% | -24.0% |
| 5Y | +21.3% | +114.1% | -92.9% | -31.2% |
| All | +523.3% | +479.1% | +44.3% | +110.2% |
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