+7.4%
ON vs CNP
+63.4%
-56.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.4% | +8.8% | +9.1% |
| 7D | -1.4% | -4.3% | +2.9% | -1.2% |
| 30D | -10.9% | +5.7% | -16.6% | -11.0% |
| 3M | -14.9% | +0.9% | -15.8% | -14.9% |
| 6M | -33.0% | -1.1% | -32.0% | -33.5% |
| YTD | +27.6% | +8.3% | +19.4% | +24.7% |
| 1Y | +44.5% | +5.9% | +38.6% | +41.7% |
| 3Y | +7.4% | +64.6% | -57.2% | -11.9% |
| All | +7.4% | +63.4% | -56.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling