+24.5%
ONON vs CSGP
-62.0%
+86.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.2% | -4.6% |
| 7D | -11.9% | -6.1% | -5.8% | -10.4% |
| 30D | -6.8% | +0.3% | -7.2% | -7.4% |
| 3M | +6.6% | -1.3% | +8.0% | +6.0% |
| 6M | -2.2% | -8.9% | +6.7% | -1.2% |
| YTD | -28.9% | -55.2% | +26.4% | -11.3% |
| 1Y | -20.3% | -56.4% | +36.1% | +0.2% |
| All | +24.5% | -62.0% | +86.5% | +66.7% |
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