+535.7%
ON vs CPB
-40.9%
+576.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -4.1% | +2.9% | -7.0% | -4.0% |
| 30D | -10.2% | +17.6% | -27.8% | -9.5% |
| 3M | -12.7% | +2.0% | -14.8% | -12.4% |
| 6M | -32.5% | +11.6% | -44.2% | -32.3% |
| YTD | +28.6% | -13.8% | +42.3% | +29.7% |
| 1Y | +43.4% | -21.6% | +65.0% | +45.0% |
| 3Y | +3.3% | -35.8% | +39.1% | +4.6% |
| 5Y | +22.5% | -33.3% | +55.8% | +23.5% |
| 10Y | +535.7% | -39.4% | +575.1% | +490.4% |
| All | +535.7% | -40.9% | +576.6% | +490.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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