+51.6%
CME vs ONON
-10.5%
+62.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.6% | -3.5% | +2.8% | -0.7% |
| 30D | +4.7% | -30.8% | +35.5% | +4.3% |
| 3M | +7.8% | -29.8% | +37.7% | +7.6% |
| 6M | -11.0% | -34.8% | +23.8% | -11.2% |
| YTD | +4.0% | -42.3% | +46.3% | +3.6% |
| 1Y | +9.1% | -39.5% | +48.6% | +8.7% |
| All | +51.6% | -10.5% | +62.1% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling