+79.9%
CME vs ONON
-22.6%
+102.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.5% |
| 7D | -1.6% | -2.1% | +0.5% | -1.5% |
| 30D | +5.6% | -11.6% | +17.2% | +6.0% |
| 3M | +5.6% | -30.1% | +35.7% | +6.7% |
| 6M | -8.3% | -30.5% | +22.2% | -7.3% |
| YTD | +4.3% | -41.0% | +45.4% | +6.0% |
| 1Y | +9.1% | -36.7% | +45.8% | +10.4% |
| 3Y | +52.1% | -8.6% | +60.7% | +48.6% |
| All | +79.9% | -22.6% | +102.5% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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