+535.7%
ON vs CP
+255.2%
+280.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -4.1% | +2.8% | -6.9% | -6.2% |
| 30D | -10.2% | +11.0% | -21.3% | -17.8% |
| 3M | -12.7% | +3.8% | -16.6% | -15.8% |
| 6M | -32.5% | +9.5% | -42.0% | -38.4% |
| YTD | +28.6% | +28.2% | +0.3% | +2.2% |
| 1Y | +43.4% | +33.0% | +10.5% | +10.8% |
| 3Y | +3.3% | +35.5% | -32.2% | -22.8% |
| 5Y | +22.5% | +25.8% | -3.3% | -4.6% |
| 10Y | +535.7% | +250.7% | +285.0% | +131.6% |
| All | +535.7% | +255.2% | +280.5% | +131.6% |
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