+47.8%
CI vs ONON
-24.2%
+72.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | -1.1% | -3.5% | +2.3% | -1.0% |
| 30D | +0.5% | -30.8% | +31.3% | +1.6% |
| 3M | -5.2% | -29.8% | +24.6% | -4.2% |
| 6M | +4.3% | -34.8% | +39.2% | +5.5% |
| YTD | +2.8% | -42.3% | +45.0% | +4.3% |
| 1Y | -5.8% | -39.5% | +33.7% | -4.7% |
| 3Y | +4.7% | -9.3% | +14.0% | +3.5% |
| All | +47.8% | -24.2% | +72.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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