+49.3%
CI vs ONON
-20.9%
+70.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | +1.3% | -3.0% | +4.3% | +1.4% |
| 30D | +4.4% | -26.7% | +31.2% | +5.4% |
| 3M | +0.7% | -25.3% | +26.0% | +1.5% |
| 6M | +0.3% | -35.3% | +35.6% | +1.5% |
| YTD | +3.8% | -39.8% | +43.6% | +5.2% |
| 1Y | -5.5% | -39.2% | +33.7% | -4.4% |
| 3Y | +8.1% | -4.2% | +12.4% | +6.6% |
| All | +49.3% | -20.9% | +70.2% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling