+46.0%
ON vs CPB
-30.8%
+76.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | 0.0% |
| 7D | -1.9% | -8.0% | +6.1% | -4.3% |
| 30D | -11.0% | -2.4% | -8.6% | -11.5% |
| 3M | -39.3% | +0.5% | -39.9% | -38.5% |
| 6M | +19.8% | -10.5% | +30.3% | +22.8% |
| YTD | +31.1% | -17.5% | +48.6% | +35.8% |
| 1Y | +46.0% | -31.0% | +77.0% | +57.2% |
| All | +46.0% | -30.8% | +76.8% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling