+46.0%
ON vs CG
-29.3%
+75.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.3% |
| 7D | -1.9% | -6.4% | +4.5% | +0.5% |
| 30D | -11.0% | -7.1% | -4.0% | -9.0% |
| 3M | -39.3% | -1.6% | -37.8% | -39.6% |
| 6M | +19.8% | -8.3% | +28.2% | +21.2% |
| YTD | +31.1% | -23.8% | +54.9% | +41.8% |
| 1Y | +46.0% | -28.7% | +74.7% | +58.1% |
| All | +46.0% | -29.3% | +75.3% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling