+561.8%
ON vs CFG
+313.6%
+248.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.7% |
| 7D | -2.2% | +2.7% | -4.8% | -3.8% |
| 30D | -12.4% | -3.7% | -8.7% | -10.3% |
| 3M | -41.2% | +9.5% | -50.7% | -44.7% |
| 6M | +25.0% | +22.2% | +2.7% | +9.5% |
| YTD | +31.3% | +22.3% | +8.9% | +14.7% |
| 1Y | +45.4% | +39.4% | +6.0% | +16.6% |
| 3Y | -27.4% | +188.5% | -215.9% | -63.7% |
| 5Y | +58.5% | +101.5% | -43.1% | -3.2% |
| 10Y | +561.8% | +308.6% | +253.2% | +168.4% |
| All | +561.8% | +313.6% | +248.2% | +168.4% |
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 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