+33.1%
ONON vs CSGP
-60.4%
+93.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | +0.8% |
| 7D | +10.6% | +1.3% | +9.3% | +10.3% |
| 30D | +12.5% | +10.7% | +1.8% | +8.7% |
| 3M | +0.1% | +3.3% | -3.2% | -1.7% |
| 6M | +3.6% | -10.3% | +13.9% | +5.0% |
| YTD | -19.6% | -54.6% | +34.9% | -0.3% |
| 1Y | +5.2% | -54.6% | +59.9% | +30.5% |
| 3Y | +33.1% | -60.3% | +93.5% | +74.6% |
| All | +33.1% | -60.4% | +93.6% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling