+6.6%
ON vs CI
+7.2%
-0.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.6% |
| 7D | +12.2% | +1.2% | +11.1% | +12.2% |
| 30D | -3.1% | +2.6% | -5.7% | -3.3% |
| 3M | -12.9% | +7.4% | -20.3% | -13.3% |
| 6M | -38.6% | -0.1% | -38.5% | -38.5% |
| YTD | +31.2% | +9.7% | +21.5% | +30.0% |
| 1Y | +47.6% | +12.1% | +35.5% | +46.1% |
| 3Y | +6.6% | +7.0% | -0.4% | +5.2% |
| All | +6.6% | +7.2% | -0.6% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling