+629.3%
ON vs CAG
-36.2%
+665.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.7% | +9.2% | +8.6% |
| 7D | +2.4% | -5.7% | +8.1% | +3.0% |
| 30D | -8.6% | -2.4% | -6.2% | -8.5% |
| 3M | -34.3% | +9.8% | -44.1% | -35.4% |
| 6M | +28.5% | -10.8% | +39.4% | +30.3% |
| YTD | +40.6% | -10.8% | +51.4% | +42.1% |
| 1Y | +55.3% | -19.0% | +74.3% | +59.3% |
| 3Y | -22.2% | -39.7% | +17.5% | -16.9% |
| 5Y | +62.4% | -43.0% | +105.4% | +72.5% |
| All | +629.3% | -36.2% | +665.5% | +635.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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