+516.0%
ON vs CI
+158.0%
+357.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.7% | +8.5% | +8.9% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -10.9% | +4.7% | -15.5% | -12.8% |
| 3M | -14.9% | +5.2% | -20.1% | -17.1% |
| 6M | -33.0% | +3.8% | -36.8% | -35.2% |
| YTD | +27.6% | +9.2% | +18.4% | +20.8% |
| 1Y | +44.5% | +14.3% | +30.2% | +33.9% |
| 3Y | +7.4% | +8.4% | -1.0% | -5.6% |
| 5Y | +18.7% | +50.0% | -31.3% | -16.0% |
| 10Y | +516.0% | +142.2% | +373.8% | +220.7% |
| All | +516.0% | +158.0% | +357.9% | +220.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling