+678.8%
ON vs CFG
+396.4%
+282.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | +1.5% | +0.9% | +1.4% |
| 30D | -3.3% | -3.8% | +0.5% | -0.9% |
| 3M | -43.6% | +11.5% | -55.1% | -47.6% |
| 6M | +19.0% | +19.2% | -0.2% | +6.0% |
| YTD | +37.4% | +23.7% | +13.7% | +19.2% |
| 1Y | +54.8% | +38.8% | +15.9% | +24.5% |
| 3Y | -25.2% | +178.9% | -204.1% | -61.8% |
| 5Y | +62.7% | +101.8% | -39.1% | -0.8% |
| 10Y | +574.3% | +317.3% | +257.1% | +128.7% |
| All | +678.8% | +396.4% | +282.5% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling