+572.1%
ON vs CG
+321.9%
+250.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | +0.5% |
| 7D | -4.7% | -9.8% | +5.1% | +2.2% |
| 30D | -13.5% | -10.3% | -3.2% | -7.5% |
| 3M | -36.3% | -1.7% | -34.6% | -36.3% |
| 6M | +17.8% | -9.8% | +27.6% | +23.5% |
| YTD | +29.6% | -25.6% | +55.2% | +53.1% |
| 1Y | +45.8% | -32.5% | +78.3% | +83.6% |
| 3Y | -28.3% | +45.6% | -74.0% | -51.5% |
| 5Y | +49.6% | +3.7% | +46.0% | +26.4% |
| All | +572.1% | +321.9% | +250.3% | +159.2% |
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