+54.8%
ON vs CFG
+40.4%
+14.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | +1.5% | +0.9% | +1.6% |
| 30D | -3.3% | -3.8% | +0.5% | -1.3% |
| 3M | -43.6% | +11.5% | -55.1% | -47.1% |
| 6M | +19.0% | +19.2% | -0.2% | +6.0% |
| YTD | +37.4% | +23.7% | +13.7% | +19.1% |
| 1Y | +54.8% | +38.8% | +15.9% | +26.4% |
| All | +54.8% | +40.4% | +14.4% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling