+163.8%
ON vs CP
+5,413.7%
-5,249.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.6% |
| 7D | -11.7% | +2.8% | -14.4% | -13.4% |
| 30D | -23.3% | +10.2% | -33.5% | -28.3% |
| 3M | -19.2% | +2.4% | -21.5% | -20.7% |
| 6M | -40.1% | +7.7% | -47.8% | -43.7% |
| YTD | +16.9% | +26.0% | -9.1% | -1.3% |
| 1Y | +29.7% | +34.6% | -4.9% | +4.9% |
| 3Y | -4.4% | +26.7% | -31.1% | -19.9% |
| 5Y | +7.1% | +24.9% | -17.8% | -10.1% |
| 10Y | +447.2% | +258.6% | +188.6% | +140.4% |
| All | +163.8% | +5,413.7% | -5,249.9% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling