+20.0%
ON vs CMS
+36.3%
-16.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.6% |
| 7D | +12.2% | +1.7% | +10.5% | +12.2% |
| 30D | -3.1% | +6.2% | -9.3% | -3.2% |
| 3M | -12.9% | +0.6% | -13.5% | -12.8% |
| 6M | -38.6% | -1.8% | -36.8% | -38.8% |
| YTD | +31.2% | +3.8% | +27.4% | +29.8% |
| 1Y | +47.6% | -1.8% | +49.4% | +47.0% |
| 3Y | +6.6% | +39.8% | -33.2% | -2.9% |
| All | +20.0% | +36.3% | -16.3% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling