+209.9%
ON vs CSGP
+1,201.5%
-991.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.0% |
| 7D | +2.4% | -4.1% | +6.5% | +4.2% |
| 30D | -3.3% | +2.3% | -5.6% | -5.2% |
| 3M | -43.6% | -8.2% | -35.4% | -43.8% |
| 6M | +19.0% | -35.1% | +54.0% | +36.0% |
| YTD | +37.4% | -54.0% | +91.4% | +80.0% |
| 1Y | +54.8% | -65.3% | +120.1% | +129.4% |
| 3Y | -25.2% | -62.6% | +37.4% | +5.2% |
| 5Y | +62.7% | -64.8% | +127.5% | +132.2% |
| 10Y | +574.3% | +45.1% | +529.3% | +425.1% |
| All | +209.9% | +1,201.5% | -991.6% | -27.9% |
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