+20.0%
ON vs CSGP
-62.5%
+82.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.5% |
| 7D | +12.2% | +1.3% | +10.9% | +11.8% |
| 30D | -3.1% | +2.8% | -6.0% | -5.2% |
| 3M | -12.9% | -6.3% | -6.6% | -12.5% |
| 6M | -38.6% | -3.2% | -35.4% | -40.9% |
| YTD | +31.2% | -54.0% | +85.2% | +79.9% |
| 1Y | +47.6% | -54.8% | +102.5% | +104.0% |
| 3Y | +6.6% | -60.6% | +67.2% | +52.6% |
| All | +20.0% | -62.5% | +82.5% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling