+8.8%
ON vs CG
-21.6%
+30.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.9% |
| 7D | -11.7% | -1.2% | -10.5% | -10.9% |
| 30D | -23.3% | +5.0% | -28.3% | -26.0% |
| 3M | -19.2% | -18.2% | -1.0% | -8.7% |
| 6M | -40.1% | -20.7% | -19.4% | -31.4% |
| YTD | +16.9% | -31.4% | +48.3% | +44.7% |
| 1Y | +29.7% | -22.3% | +52.0% | +46.3% |
| 3Y | -4.4% | +50.2% | -54.6% | -38.9% |
| All | +8.8% | -21.6% | +30.3% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling