+3,508.1%
ON vs CNC
+5,330.7%
-1,822.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.8% | -3.6% |
| 7D | -2.2% | -1.0% | -1.2% | -1.9% |
| 30D | -12.4% | -1.8% | -10.6% | -12.1% |
| 3M | -41.2% | -0.7% | -40.5% | -41.3% |
| 6M | +25.0% | +47.9% | -23.0% | +12.3% |
| YTD | +31.3% | +56.9% | -25.7% | +15.6% |
| 1Y | +45.4% | +123.9% | -78.5% | +16.5% |
| 3Y | -27.4% | -1.3% | -26.1% | -33.3% |
| 5Y | +58.5% | +2.8% | +55.7% | +41.9% |
| 10Y | +561.8% | +90.9% | +471.0% | +399.0% |
| All | +3,508.1% | +5,330.7% | -1,822.6% | +2,077.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling