+42.4%
ON vs CF
+47.0%
-4.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.1% |
| 7D | -1.4% | -0.9% | -0.6% | -1.2% |
| 30D | -10.9% | +6.9% | -17.8% | -9.1% |
| 3M | -14.9% | +4.8% | -19.7% | -13.1% |
| 6M | -33.0% | +4.7% | -37.7% | -31.9% |
| YTD | +27.6% | +56.5% | -28.9% | +23.7% |
| All | +42.4% | +47.0% | -4.7% | +40.1% |
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