+523.3%
ON vs CI
+146.2%
+377.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.7% |
| 7D | +12.2% | +1.2% | +11.1% | +11.7% |
| 30D | -3.1% | +2.6% | -5.7% | -4.4% |
| 3M | -12.9% | +7.4% | -20.3% | -15.9% |
| 6M | -38.6% | -0.1% | -38.5% | -39.5% |
| YTD | +31.2% | +9.7% | +21.5% | +23.9% |
| 1Y | +47.6% | +12.1% | +35.5% | +38.0% |
| 3Y | +6.6% | +7.0% | -0.4% | -5.6% |
| 5Y | +21.3% | +49.7% | -28.4% | -14.1% |
| All | +523.3% | +146.2% | +377.1% | +226.5% |
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