+841.2%
ON vs CMG
+3,820.0%
-2,978.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +12.2% | +2.5% | +9.8% | +11.2% |
| 30D | -3.1% | +15.6% | -18.7% | -9.4% |
| 3M | -12.9% | +8.2% | -21.1% | -17.0% |
| 6M | -38.6% | +9.9% | -48.5% | -43.4% |
| YTD | +31.2% | -4.6% | +35.9% | +27.4% |
| 1Y | +47.6% | +12.4% | +35.2% | +32.9% |
| 3Y | +6.6% | -18.0% | +24.6% | +7.2% |
| 5Y | +21.3% | -5.3% | +26.6% | +13.9% |
| 10Y | +533.3% | +344.2% | +189.1% | +220.2% |
| All | +841.2% | +3,820.0% | -2,978.8% | +79.2% |
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