-2.3%
ONON vs CSGP
-63.4%
+61.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | +1.7% |
| 7D | +10.6% | +1.3% | +9.3% | +10.0% |
| 30D | +12.5% | +10.7% | +1.8% | +5.6% |
| 3M | +0.1% | +3.3% | -3.2% | -3.5% |
| 6M | +3.6% | -10.3% | +13.9% | +5.7% |
| YTD | -19.6% | -54.6% | +34.9% | +15.2% |
| 1Y | +5.2% | -54.6% | +59.9% | +50.5% |
| 3Y | +33.1% | -60.3% | +93.5% | +92.6% |
| All | -2.3% | -63.4% | +61.1% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling