+190.0%
ON vs CAG
+166.7%
+23.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.1% | +6.6% | -10.8% | -5.6% |
| 30D | -10.2% | +13.9% | -24.1% | -13.2% |
| 3M | -12.7% | +4.0% | -16.8% | -14.2% |
| 6M | -32.5% | +10.0% | -42.5% | -35.3% |
| YTD | +28.6% | -6.1% | +34.7% | +27.6% |
| 1Y | +43.4% | -4.3% | +47.7% | +41.5% |
| 3Y | +3.3% | -34.6% | +37.9% | +11.0% |
| 5Y | +22.5% | -39.4% | +62.0% | +31.6% |
| 10Y | +535.7% | -34.2% | +569.9% | +531.7% |
| All | +190.0% | +166.7% | +23.3% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling