-23.3%
ONON vs CMS
+25.7%
-49.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | -5.3% | -1.3% | -4.0% | -5.2% |
| 30D | -13.1% | -2.8% | -10.3% | -13.0% |
| 3M | -29.3% | -7.1% | -22.2% | -28.9% |
| 6M | -34.5% | -10.0% | -24.5% | -34.0% |
| YTD | -42.2% | -0.9% | -41.3% | -42.2% |
| 1Y | -37.3% | -2.0% | -35.3% | -37.3% |
| 3Y | -9.3% | +33.0% | -42.3% | -15.5% |
| All | -23.3% | +25.7% | -49.0% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling