+523.3%
ON vs CG
+278.5%
+244.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.7% | -4.3% |
| 7D | +12.2% | +0.2% | +12.1% | +12.0% |
| 30D | -3.1% | +11.2% | -14.3% | -10.4% |
| 3M | -12.9% | -22.1% | +9.2% | +2.7% |
| 6M | -38.6% | -17.9% | -20.7% | -30.9% |
| YTD | +31.2% | -31.3% | +62.5% | +63.1% |
| 1Y | +47.6% | -24.0% | +71.6% | +70.2% |
| 3Y | +6.6% | +45.0% | -38.4% | -28.3% |
| 5Y | +21.3% | -22.6% | +43.9% | +26.6% |
| All | +523.3% | +278.5% | +244.9% | +148.3% |
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