+51.4%
ON vs CMG
-6.5%
+57.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.0% |
| 7D | -1.9% | -6.5% | +4.6% | +1.2% |
| 30D | -11.0% | +12.1% | -23.1% | -16.2% |
| 3M | -39.3% | +20.6% | -59.9% | -46.5% |
| 6M | +19.8% | +2.1% | +17.7% | +14.1% |
| YTD | +31.1% | -2.6% | +33.7% | +27.4% |
| 1Y | +46.0% | -8.7% | +54.7% | +44.7% |
| 3Y | -27.5% | -7.4% | -20.1% | -35.0% |
| All | +51.4% | -6.5% | +57.9% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling