+209.9%
ON vs CMS
+650.4%
-440.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +2.4% | +0.4% | +2.1% | +2.3% |
| 30D | -3.3% | -3.6% | +0.3% | -1.9% |
| 3M | -43.6% | -1.9% | -41.7% | -43.7% |
| 6M | +19.0% | -11.0% | +29.9% | +23.1% |
| YTD | +37.4% | +0.2% | +37.2% | +35.4% |
| 1Y | +54.8% | -1.3% | +56.1% | +52.9% |
| 3Y | -25.2% | +35.9% | -61.1% | -36.4% |
| 5Y | +62.7% | +23.1% | +39.6% | +41.3% |
| 10Y | +574.3% | +117.9% | +456.4% | +339.9% |
| All | +209.9% | +650.4% | -440.5% | +17.7% |
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 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