-25.1%
ON vs CMS
+36.5%
-61.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +2.4% | +0.4% | +2.1% | +2.5% |
| 30D | -3.3% | -3.6% | +0.3% | -4.0% |
| 3M | -43.6% | -1.9% | -41.7% | -44.3% |
| 6M | +19.0% | -11.0% | +29.9% | +17.3% |
| YTD | +37.4% | +0.2% | +37.2% | +35.9% |
| 1Y | +54.8% | -1.3% | +56.1% | +52.8% |
| All | -25.1% | +36.5% | -61.6% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling