+54.8%
ON vs CSGP
-64.9%
+119.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.3% |
| 7D | +2.4% | -4.1% | +6.5% | +1.2% |
| 30D | -3.3% | +2.3% | -5.6% | -2.2% |
| 3M | -43.6% | -8.2% | -35.4% | -42.3% |
| 6M | +19.0% | -35.1% | +54.0% | +25.2% |
| YTD | +37.4% | -54.0% | +91.4% | +54.7% |
| 1Y | +54.8% | -65.3% | +120.1% | +87.5% |
| All | +54.8% | -64.9% | +119.7% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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