+55.3%
ON vs CMG
-6.5%
+61.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +2.4% | -2.1% | +4.4% | +2.4% |
| 30D | -8.6% | +10.9% | -19.5% | -9.2% |
| 3M | -34.3% | +15.8% | -50.2% | -35.2% |
| 6M | +28.5% | +6.9% | +21.6% | +29.0% |
| YTD | +40.6% | -2.2% | +42.8% | +43.9% |
| 1Y | +55.3% | -7.1% | +62.4% | +58.7% |
| All | +55.3% | -6.5% | +61.8% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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