-4.9%
ON vs CSGP
-58.5%
+53.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.6% | -9.9% | -11.4% |
| 7D | -16.3% | +13.9% | -30.1% | -17.2% |
| 30D | -27.0% | +16.0% | -43.0% | -28.2% |
| 3M | -18.1% | +6.1% | -24.2% | -18.9% |
| 6M | -38.6% | -8.2% | -30.5% | -37.6% |
| YTD | +16.4% | -52.3% | +68.7% | +50.7% |
| 1Y | +25.8% | -54.5% | +80.3% | +66.5% |
| All | -4.9% | -58.5% | +53.6% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling