+591.8%
ON vs CPB
-44.2%
+636.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -1.9% | -8.0% | +6.1% | -2.1% |
| 30D | -11.0% | -2.4% | -8.6% | -11.1% |
| 3M | -39.3% | +0.5% | -39.9% | -39.3% |
| 6M | +19.8% | -10.5% | +30.3% | +20.2% |
| YTD | +31.1% | -17.5% | +48.6% | +31.8% |
| 1Y | +46.0% | -31.0% | +77.0% | +47.3% |
| 3Y | -27.5% | -40.6% | +13.1% | -26.9% |
| 5Y | +56.9% | -37.7% | +94.6% | +57.5% |
| 10Y | +591.8% | -43.4% | +635.2% | +611.8% |
| All | +591.8% | -44.2% | +636.0% | +611.8% |
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