+885.2%
ON vs CMG
+4,006.7%
-3,121.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.7% |
| 7D | +2.4% | -2.8% | +5.3% | +3.6% |
| 30D | -3.3% | +7.1% | -10.4% | -6.5% |
| 3M | -43.6% | +31.2% | -74.7% | -51.0% |
| 6M | +19.0% | +0.7% | +18.3% | +14.7% |
| YTD | +37.4% | -0.1% | +37.5% | +32.3% |
| 1Y | +54.8% | -10.7% | +65.5% | +54.6% |
| 3Y | -25.2% | -4.7% | -20.5% | -28.8% |
| 5Y | +62.7% | -3.8% | +66.5% | +53.6% |
| 10Y | +574.3% | +352.5% | +221.9% | +239.8% |
| All | +885.2% | +4,006.7% | -3,121.5% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling