+523.3%
ON vs CFG
+216.2%
+307.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.0% |
| 7D | +12.2% | +3.2% | +9.0% | +10.2% |
| 30D | -3.1% | +5.1% | -8.3% | -5.9% |
| 3M | -12.9% | -11.2% | -1.6% | -5.7% |
| 6M | -38.6% | +9.6% | -48.1% | -42.1% |
| YTD | +31.2% | +15.0% | +16.3% | +19.6% |
| 1Y | +47.6% | +29.9% | +17.8% | +24.5% |
| 3Y | +6.6% | +192.1% | -185.5% | -46.7% |
| 5Y | +21.3% | +62.3% | -41.0% | -14.8% |
| All | +523.3% | +216.2% | +307.1% | +191.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling