+188.0%
ON vs CPB
+97.0%
+91.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.3% | +9.3% |
| 7D | -1.4% | +3.3% | -4.7% | -2.0% |
| 30D | -10.9% | +19.0% | -29.9% | -13.6% |
| 3M | -14.9% | +0.4% | -15.3% | -15.4% |
| 6M | -33.0% | +13.0% | -46.0% | -35.5% |
| YTD | +27.6% | -12.7% | +40.4% | +29.0% |
| 1Y | +44.5% | -20.9% | +65.4% | +49.0% |
| 3Y | +7.4% | -35.4% | +42.8% | +14.0% |
| 5Y | +18.7% | -32.3% | +51.0% | +21.9% |
| 10Y | +516.0% | -40.5% | +556.5% | +523.1% |
| All | +188.0% | +97.0% | +91.0% | +111.3% |
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