+3.3%
ON vs CAG
-34.9%
+38.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.6% |
| 7D | -4.1% | +6.6% | -10.8% | -3.0% |
| 30D | -10.2% | +13.9% | -24.1% | -8.3% |
| 3M | -12.7% | +4.0% | -16.8% | -11.8% |
| 6M | -32.5% | +10.0% | -42.5% | -30.8% |
| YTD | +28.6% | -6.1% | +34.7% | +33.3% |
| 1Y | +43.4% | -4.3% | +47.7% | +48.3% |
| 3Y | +3.3% | -34.6% | +37.9% | +7.8% |
| All | +3.3% | -34.9% | +38.2% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling