+57.4%
CI vs ONON
-6.6%
+64.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +3.0% | -1.6% |
| 7D | -1.7% | -11.9% | +10.2% | -1.3% |
| 30D | +4.9% | -6.8% | +11.7% | +5.1% |
| 3M | +7.4% | +6.6% | +0.7% | +7.1% |
| 6M | +0.4% | -2.2% | +2.6% | +0.3% |
| YTD | +9.5% | -28.9% | +38.3% | +10.3% |
| 1Y | +12.0% | -20.3% | +32.3% | +12.4% |
| 3Y | +7.1% | +22.9% | -15.8% | +4.7% |
| 5Y | +49.3% | -11.1% | +60.4% | +43.7% |
| All | +57.4% | -6.6% | +64.0% | +49.7% |
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