+452.4%
ON vs CSGP
+63.3%
+389.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +2.6% |
| 7D | -11.7% | +1.3% | -12.9% | -12.4% |
| 30D | -23.3% | +10.7% | -34.0% | -28.5% |
| 3M | -19.2% | +3.3% | -22.5% | -23.2% |
| 6M | -40.1% | -10.3% | -29.8% | -41.6% |
| YTD | +16.9% | -54.6% | +71.5% | +63.8% |
| 1Y | +29.7% | -54.6% | +84.4% | +81.2% |
| 3Y | -4.4% | -60.3% | +55.9% | +39.2% |
| 5Y | +7.1% | -63.3% | +70.4% | +59.5% |
| All | +452.4% | +63.3% | +389.1% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling