+561.8%
ON vs CI
+142.6%
+419.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.7% |
| 7D | -2.2% | -2.0% | -0.1% | -1.3% |
| 30D | -12.4% | -1.8% | -10.6% | -11.9% |
| 3M | -41.2% | -4.2% | -37.0% | -40.6% |
| 6M | +25.0% | +2.7% | +22.3% | +22.1% |
| YTD | +31.3% | +1.9% | +29.3% | +28.4% |
| 1Y | +45.4% | -6.3% | +51.7% | +45.2% |
| 3Y | -27.4% | +3.9% | -31.3% | -35.1% |
| 5Y | +58.5% | +41.9% | +16.6% | +15.2% |
| 10Y | +561.8% | +140.4% | +421.4% | +289.4% |
| All | +561.8% | +142.6% | +419.3% | +289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling