+20.0%
ON vs CP
+25.5%
-5.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +12.2% | +2.1% | +10.1% | +10.6% |
| 30D | -3.1% | +9.3% | -12.5% | -9.4% |
| 3M | -12.9% | +0.5% | -13.3% | -13.4% |
| 6M | -38.6% | +10.4% | -49.0% | -43.7% |
| YTD | +31.2% | +28.7% | +2.5% | +6.3% |
| 1Y | +47.6% | +33.2% | +14.5% | +16.6% |
| 3Y | +6.6% | +38.4% | -31.8% | -19.7% |
| All | +20.0% | +25.5% | -5.5% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling