+162.5%
ON vs CSGP
+1,249.5%
-1,086.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.6% | -9.9% | -10.9% |
| 7D | -16.3% | +13.9% | -30.1% | -21.1% |
| 30D | -27.0% | +16.0% | -43.0% | -32.8% |
| 3M | -18.1% | +6.1% | -24.2% | -22.5% |
| 6M | -38.6% | -8.2% | -30.5% | -40.6% |
| YTD | +16.4% | -52.3% | +68.7% | +47.2% |
| 1Y | +25.8% | -54.5% | +80.3% | +62.2% |
| 3Y | -7.7% | -58.6% | +50.9% | +21.9% |
| 5Y | +6.6% | -61.5% | +68.1% | +44.0% |
| 10Y | +444.6% | +74.7% | +369.9% | +285.7% |
| All | +162.5% | +1,249.5% | -1,086.9% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling