+55.3%
ON vs CMI
+39.5%
+15.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.0% |
| 3M | -34.3% | -14.8% | -19.6% | -22.1% |
| 6M | +28.5% | +0.8% | +27.7% | +38.9% |
| YTD | +40.6% | +10.2% | +30.4% | +41.5% |
| 1Y | +55.3% | +37.4% | +17.9% | +41.0% |
| All | +55.3% | +39.5% | +15.8% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling