+49.6%
ON vs CMI
+163.4%
-113.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.4% |
| 7D | -4.7% | +0.8% | -5.6% | -5.5% |
| 30D | -13.5% | -12.8% | -0.7% | -2.0% |
| 3M | -36.3% | -12.4% | -23.9% | -26.8% |
| 6M | +17.8% | -0.9% | +18.6% | +22.9% |
| YTD | +29.6% | +8.9% | +20.7% | +22.4% |
| 1Y | +45.8% | +37.7% | +8.1% | +10.7% |
| 3Y | -28.3% | +148.9% | -177.2% | -69.1% |
| 5Y | +49.6% | +164.4% | -114.7% | -42.0% |
| All | +49.6% | +163.4% | -113.8% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling