+520.4%
ON vs CG
+304.6%
+215.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.7% |
| 7D | -4.1% | +2.0% | -6.1% | -5.1% |
| 30D | -10.2% | +8.5% | -18.8% | -15.4% |
| 3M | -12.7% | -12.1% | -0.6% | -5.6% |
| 6M | -32.5% | -16.4% | -16.1% | -25.0% |
| YTD | +28.6% | -28.0% | +56.5% | +55.0% |
| 1Y | +43.4% | -18.9% | +62.3% | +58.3% |
| 3Y | +3.3% | +51.2% | -47.9% | -32.4% |
| 5Y | +22.5% | -15.9% | +38.4% | +20.7% |
| All | +520.4% | +304.6% | +215.8% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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