+96.2%
ON vs CPNG
-76.2%
+172.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.1% | +5.4% | +7.6% |
| 7D | +2.4% | -1.1% | +3.5% | +2.8% |
| 30D | -8.6% | -7.4% | -1.3% | -6.7% |
| 3M | -34.3% | -12.3% | -22.0% | -32.5% |
| 6M | +28.5% | -19.4% | +48.0% | +34.1% |
| YTD | +40.6% | -35.9% | +76.5% | +56.6% |
| 1Y | +55.3% | -53.4% | +108.7% | +91.3% |
| 3Y | -22.2% | -20.0% | -2.2% | -21.6% |
| 5Y | +62.4% | -49.6% | +111.9% | +64.2% |
| All | +96.2% | -76.2% | +172.4% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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