+7.4%
ON vs CG
+52.0%
-44.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.6% | +2.6% | +5.4% |
| 7D | -1.4% | +3.0% | -4.5% | -2.8% |
| 30D | -10.9% | +10.1% | -21.0% | -15.7% |
| 3M | -14.9% | -10.8% | -4.0% | -9.8% |
| 6M | -33.0% | -15.2% | -17.8% | -27.4% |
| YTD | +27.6% | -26.9% | +54.5% | +48.6% |
| 1Y | +44.5% | -17.0% | +61.5% | +54.5% |
| 3Y | +7.4% | +54.6% | -47.2% | -26.0% |
| All | +7.4% | +52.0% | -44.6% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling