+163.8%
ON vs CI
+1,279.2%
-1,115.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.4% |
| 7D | -11.7% | -1.6% | -10.1% | -11.2% |
| 30D | -23.3% | +5.4% | -28.7% | -25.0% |
| 3M | -19.2% | +7.3% | -26.4% | -21.6% |
| 6M | -40.1% | +5.3% | -45.4% | -42.2% |
| YTD | +16.9% | +8.5% | +8.4% | +11.8% |
| 1Y | +29.7% | +17.1% | +12.6% | +20.3% |
| 3Y | -4.4% | +1.4% | -5.8% | -11.1% |
| 5Y | +7.1% | +50.5% | -43.4% | -16.0% |
| 10Y | +447.2% | +168.5% | +278.7% | +240.4% |
| All | +163.8% | +1,279.2% | -1,115.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling