-22.1%
ONON vs CSGP
-66.1%
+44.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.7% | -1.7% |
| 7D | -1.7% | -5.1% | +3.5% | +0.9% |
| 30D | -27.4% | +0.3% | -27.7% | -27.7% |
| 3M | -26.5% | -9.1% | -17.4% | -23.8% |
| 6M | -34.2% | -37.3% | +3.1% | -18.2% |
| YTD | -41.3% | -54.9% | +13.5% | -14.4% |
| 1Y | -39.7% | -65.5% | +25.9% | +2.5% |
| 3Y | -7.8% | -63.3% | +55.4% | +42.7% |
| All | -22.1% | -66.1% | +44.0% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling