+47.6%
ON vs CP
+35.2%
+12.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -3.3% |
| 7D | -5.8% | +5.6% | -11.4% | -8.1% |
| 30D | -17.1% | +10.0% | -27.1% | -20.6% |
| 3M | -11.8% | +4.4% | -16.2% | -13.6% |
| 6M | -30.2% | +14.1% | -44.2% | -35.8% |
| YTD | +31.6% | +29.1% | +2.5% | +15.9% |
| 1Y | +47.6% | +34.6% | +13.0% | +23.1% |
| All | +47.6% | +35.2% | +12.3% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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