+7.8%
ON vs CFG
+61.2%
-53.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | -11.7% | -0.9% | -10.8% | -11.1% |
| 30D | -23.3% | +1.1% | -24.3% | -23.7% |
| 3M | -19.2% | -12.0% | -7.2% | -12.1% |
| 6M | -40.1% | -2.2% | -37.9% | -39.6% |
| YTD | +16.9% | +11.4% | +5.5% | +8.4% |
| 1Y | +29.7% | +27.8% | +1.9% | +10.2% |
| 3Y | -4.4% | +173.3% | -177.7% | -49.7% |
| All | +7.8% | +61.2% | -53.4% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling