+581.1%
ON vs CP
+222.0%
+359.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.7% |
| 7D | +2.4% | -2.7% | +5.1% | +4.6% |
| 30D | -3.3% | +0.2% | -3.5% | -3.6% |
| 3M | -43.6% | +2.6% | -46.1% | -45.5% |
| 6M | +19.0% | +6.0% | +13.0% | +12.1% |
| YTD | +37.4% | +24.9% | +12.4% | +12.0% |
| 1Y | +54.8% | +20.1% | +34.7% | +30.2% |
| 3Y | -25.2% | +16.4% | -41.6% | -36.6% |
| 5Y | +62.7% | +31.7% | +31.0% | +21.6% |
| All | +581.1% | +222.0% | +359.1% | +166.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling