+62.9%
ON vs CMS
+23.4%
+39.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +2.4% | +0.4% | +2.1% | +2.4% |
| 30D | -3.3% | -3.6% | +0.3% | -3.2% |
| 3M | -43.6% | -1.9% | -41.7% | -44.0% |
| 6M | +19.0% | -11.0% | +29.9% | +19.3% |
| YTD | +37.4% | +0.2% | +37.2% | +36.0% |
| 1Y | +54.8% | -1.3% | +56.1% | +53.3% |
| 3Y | -25.2% | +35.9% | -61.1% | -31.0% |
| All | +62.9% | +23.4% | +39.5% | +48.9% |
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