+209.9%
ON vs CNP
+524.1%
-314.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +2.4% | +1.1% | +1.3% | +2.1% |
| 30D | -3.3% | -1.8% | -1.5% | -2.7% |
| 3M | -43.6% | -4.6% | -38.9% | -43.0% |
| 6M | +19.0% | -8.8% | +27.8% | +21.9% |
| YTD | +37.4% | +5.2% | +32.1% | +33.7% |
| 1Y | +54.8% | +8.3% | +46.5% | +48.9% |
| 3Y | -25.2% | +54.9% | -80.1% | -37.5% |
| 5Y | +62.7% | +73.5% | -10.8% | +30.1% |
| 10Y | +574.3% | +139.1% | +435.2% | +374.2% |
| All | +209.9% | +524.1% | -314.2% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling