+786.5%
ON vs CG
+351.2%
+435.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +2.0% |
| 7D | +2.4% | -4.3% | +6.8% | +5.2% |
| 30D | -3.3% | -5.1% | +1.8% | -0.8% |
| 3M | -43.6% | +8.7% | -52.2% | -46.8% |
| 6M | +19.0% | -9.2% | +28.2% | +24.1% |
| YTD | +37.4% | -18.9% | +56.2% | +51.3% |
| 1Y | +54.8% | -25.6% | +80.4% | +79.1% |
| 3Y | -25.2% | +57.3% | -82.4% | -47.9% |
| 5Y | +62.7% | +10.2% | +52.6% | +38.5% |
| 10Y | +574.3% | +364.2% | +210.1% | +185.2% |
| All | +786.5% | +351.2% | +435.4% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling