+209.9%
ON vs CAG
+168.7%
+41.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +2.4% | -3.8% | +6.2% | +3.3% |
| 30D | -3.3% | +3.1% | -6.4% | -4.1% |
| 3M | -43.6% | +23.5% | -67.1% | -47.0% |
| 6M | +19.0% | -14.8% | +33.8% | +22.3% |
| YTD | +37.4% | -5.4% | +42.8% | +36.9% |
| 1Y | +54.8% | -11.8% | +66.6% | +56.6% |
| 3Y | -25.2% | -36.7% | +11.5% | -18.4% |
| 5Y | +62.7% | -40.3% | +103.0% | +76.6% |
| 10Y | +574.3% | -37.0% | +611.3% | +583.2% |
| All | +209.9% | +168.7% | +41.2% | +131.2% |
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