+583.6%
ON vs CF
+569.3%
+14.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.2% |
| 7D | +2.4% | +6.0% | -3.6% | +0.1% |
| 30D | -3.3% | +14.8% | -18.1% | -8.6% |
| 3M | -43.6% | +14.1% | -57.6% | -46.9% |
| 6M | +19.0% | +28.5% | -9.6% | +2.3% |
| YTD | +37.4% | +74.9% | -37.6% | +2.9% |
| 1Y | +54.8% | +61.7% | -6.9% | +19.2% |
| 3Y | -25.2% | +80.3% | -105.5% | -47.5% |
| 5Y | +62.7% | +226.0% | -163.3% | -24.4% |
| All | +583.6% | +569.3% | +14.3% | +137.7% |
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