+629.3%
ON vs CMI
+516.5%
+112.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +7.4% |
| 7D | +2.4% | -0.7% | +3.1% | +3.1% |
| 30D | -8.6% | -12.4% | +3.8% | +2.6% |
| 3M | -34.3% | -14.8% | -19.6% | -23.4% |
| 6M | +28.5% | +0.8% | +27.7% | +31.5% |
| YTD | +40.6% | +10.2% | +30.4% | +31.3% |
| 1Y | +55.3% | +37.4% | +17.9% | +19.0% |
| 3Y | -22.2% | +153.3% | -175.5% | -65.3% |
| 5Y | +62.4% | +167.6% | -105.2% | -31.1% |
| All | +629.3% | +516.5% | +112.8% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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