+55.3%
ON vs CNC
+84.7%
-29.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +8.4% |
| 7D | +2.4% | -0.9% | +3.3% | +2.5% |
| 30D | -8.6% | -1.0% | -7.6% | -8.6% |
| 3M | -34.3% | +4.5% | -38.9% | -34.6% |
| 6M | +28.5% | +85.2% | -56.7% | +21.0% |
| YTD | +40.6% | +61.4% | -20.8% | +31.4% |
| 1Y | +55.3% | +94.9% | -39.6% | +47.4% |
| All | +55.3% | +84.7% | -29.3% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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