+20.0%
ON vs CI
+49.5%
-29.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.7% |
| 7D | +12.2% | +1.2% | +11.1% | +12.0% |
| 30D | -3.1% | +2.6% | -5.7% | -3.7% |
| 3M | -12.9% | +7.4% | -20.3% | -14.2% |
| 6M | -38.6% | -0.1% | -38.5% | -38.9% |
| YTD | +31.2% | +9.7% | +21.5% | +27.9% |
| 1Y | +47.6% | +12.1% | +35.5% | +43.2% |
| 3Y | +6.6% | +7.0% | -0.4% | +0.1% |
| All | +20.0% | +49.5% | -29.5% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling