+516.0%
ON vs CMS
+127.7%
+388.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.5% | +8.6% | +9.1% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | -10.9% | +7.1% | -17.9% | -12.0% |
| 3M | -14.9% | -1.3% | -13.6% | -14.7% |
| 6M | -33.0% | -2.7% | -30.4% | -33.2% |
| YTD | +27.6% | +2.6% | +25.0% | +25.7% |
| 1Y | +44.5% | -2.0% | +46.5% | +43.7% |
| 3Y | +7.4% | +39.6% | -32.2% | -4.1% |
| 5Y | +18.7% | +35.3% | -16.6% | +5.5% |
| 10Y | +516.0% | +132.3% | +383.6% | +474.4% |
| All | +516.0% | +127.7% | +388.2% | +474.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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