+62.9%
ON vs CSGP
-64.7%
+127.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.8% |
| 7D | +2.4% | -4.1% | +6.5% | +3.8% |
| 30D | -3.3% | +2.3% | -5.6% | -4.8% |
| 3M | -43.6% | -8.2% | -35.4% | -43.2% |
| 6M | +19.0% | -35.1% | +54.0% | +39.3% |
| YTD | +37.4% | -54.0% | +91.4% | +89.5% |
| 1Y | +54.8% | -65.3% | +120.1% | +150.1% |
| 3Y | -25.2% | -62.6% | +37.4% | +11.2% |
| All | +62.9% | -64.7% | +127.6% | +117.6% |
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