+196.2%
ON vs CMI
+11,659.0%
-11,462.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.6% | -4.5% |
| 7D | -2.2% | +1.9% | -4.0% | -3.4% |
| 30D | -12.4% | -12.5% | +0.1% | -4.6% |
| 3M | -41.2% | -16.2% | -25.0% | -33.4% |
| 6M | +25.0% | +4.9% | +20.1% | +24.3% |
| YTD | +31.3% | +11.1% | +20.1% | +24.8% |
| 1Y | +45.4% | +43.4% | +2.0% | +17.5% |
| 3Y | -27.4% | +154.1% | -181.5% | -58.7% |
| 5Y | +58.5% | +169.5% | -111.0% | -11.9% |
| 10Y | +561.8% | +503.8% | +58.0% | +133.1% |
| All | +196.2% | +11,659.0% | -11,462.8% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling