+207.2%
ON vs CAG
+155.5%
+51.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +17.0% | -6.2% | +23.2% | +18.6% |
| 30D | -3.9% | +7.4% | -11.3% | -5.9% |
| 3M | -11.5% | -1.6% | -9.9% | -12.0% |
| 6M | -29.2% | +6.3% | -35.5% | -31.6% |
| YTD | +36.2% | -10.1% | +46.2% | +36.3% |
| 1Y | +49.6% | -10.2% | +59.9% | +49.8% |
| 3Y | +9.4% | -37.3% | +46.7% | +18.6% |
| 5Y | +25.8% | -41.6% | +67.4% | +36.1% |
| 10Y | +557.1% | -38.1% | +595.2% | +562.9% |
| All | +207.2% | +155.5% | +51.8% | +130.2% |
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