+1,058.3%
ON vs CF
+5,277.9%
-4,219.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +6.2% | -17.7% | -13.8% |
| 7D | -16.3% | +0.4% | -16.7% | -16.9% |
| 30D | -27.0% | +2.2% | -29.2% | -28.1% |
| 3M | -18.1% | +2.1% | -20.2% | -20.0% |
| 6M | -38.6% | -6.5% | -32.1% | -39.0% |
| YTD | +16.4% | +55.6% | -39.2% | -8.5% |
| 1Y | +25.8% | +42.3% | -16.5% | +2.2% |
| 3Y | -7.7% | +55.7% | -63.4% | -30.1% |
| 5Y | +6.6% | +122.4% | -115.9% | -35.1% |
| 10Y | +444.6% | +568.5% | -124.0% | +102.0% |
| All | +1,058.3% | +5,277.9% | -4,219.7% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling