+6.6%
ON vs CF
+125.5%
-118.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +6.2% | -17.7% | -12.3% |
| 7D | -16.3% | +0.4% | -16.7% | -16.4% |
| 30D | -27.0% | +2.2% | -29.2% | -27.3% |
| 3M | -18.1% | +2.1% | -20.2% | -18.7% |
| 6M | -38.6% | -6.5% | -32.1% | -38.6% |
| YTD | +16.4% | +55.6% | -39.2% | +1.3% |
| 1Y | +25.8% | +42.3% | -16.5% | +11.9% |
| 3Y | -7.7% | +55.7% | -63.4% | -21.9% |
| 5Y | +6.6% | +122.4% | -115.9% | -18.5% |
| All | +6.6% | +125.5% | -118.9% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling