+209.9%
ON vs CI
+1,219.9%
-1,010.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +2.4% | +1.3% | +1.1% | +1.9% |
| 30D | -3.3% | +4.4% | -7.7% | -4.9% |
| 3M | -43.6% | +0.7% | -44.2% | -44.2% |
| 6M | +19.0% | +0.3% | +18.6% | +17.7% |
| YTD | +37.4% | +3.8% | +33.5% | +33.9% |
| 1Y | +54.8% | -5.5% | +60.3% | +54.2% |
| 3Y | -25.2% | +8.1% | -33.3% | -32.1% |
| 5Y | +62.7% | +42.8% | +19.9% | +30.6% |
| 10Y | +574.3% | +143.9% | +430.5% | +335.6% |
| All | +209.9% | +1,219.9% | -1,010.0% | -21.6% |
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