+209.9%
ON vs CPB
+81.9%
+128.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.6% |
| 7D | +2.4% | -8.6% | +11.0% | +3.9% |
| 30D | -3.3% | -7.2% | +4.0% | -2.2% |
| 3M | -43.6% | +0.9% | -44.5% | -44.3% |
| 6M | +19.0% | -11.8% | +30.8% | +20.3% |
| YTD | +37.4% | -19.4% | +56.8% | +41.3% |
| 1Y | +54.8% | -30.4% | +85.1% | +63.7% |
| 3Y | -25.2% | -40.2% | +15.0% | -19.4% |
| 5Y | +62.7% | -39.5% | +102.2% | +71.2% |
| 10Y | +574.3% | -47.4% | +621.7% | +604.0% |
| All | +209.9% | +81.9% | +128.0% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling