+56.9%
ON vs CAG
-41.8%
+98.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.2% |
| 7D | -1.9% | -6.6% | +4.7% | -2.5% |
| 30D | -11.0% | +2.3% | -13.3% | -10.9% |
| 3M | -39.3% | +16.3% | -55.6% | -38.7% |
| 6M | +19.8% | -16.0% | +35.9% | +22.3% |
| YTD | +31.1% | -7.7% | +38.8% | +33.3% |
| 1Y | +46.0% | -16.0% | +62.0% | +49.1% |
| 3Y | -27.5% | -37.7% | +10.2% | -25.6% |
| 5Y | +56.9% | -41.2% | +98.1% | +64.1% |
| All | +56.9% | -41.8% | +98.7% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling