+163.8%
ON vs CMS
+658.3%
-494.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | -11.7% | -1.3% | -10.4% | -11.2% |
| 30D | -23.3% | +6.3% | -29.6% | -25.3% |
| 3M | -19.2% | -2.1% | -17.1% | -18.8% |
| 6M | -40.1% | -5.1% | -35.1% | -39.8% |
| YTD | +16.9% | +1.3% | +15.7% | +14.4% |
| 1Y | +29.7% | -1.4% | +31.1% | +28.2% |
| 3Y | -4.4% | +36.9% | -41.3% | -19.2% |
| 5Y | +7.1% | +32.5% | -25.5% | -9.9% |
| 10Y | +447.2% | +126.8% | +320.4% | +249.9% |
| All | +163.8% | +658.3% | -494.5% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling