+6.6%
ON vs CPB
-35.1%
+41.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.8% | -3.3% |
| 7D | +12.2% | -1.6% | +13.8% | +12.1% |
| 30D | -3.1% | +19.2% | -22.3% | -1.5% |
| 3M | -12.9% | -0.9% | -11.9% | -12.2% |
| 6M | -38.6% | +15.2% | -53.8% | -38.7% |
| YTD | +31.2% | -13.1% | +44.3% | +36.4% |
| 1Y | +47.6% | -22.4% | +70.1% | +56.5% |
| 3Y | +6.6% | -35.3% | +41.9% | +13.2% |
| All | +6.6% | -35.1% | +41.7% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling