+66.4%
CME vs ONON
+24.8%
+41.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | +3.9% | -10.0% | +13.9% | +3.9% |
| 30D | +11.3% | -5.3% | +16.6% | +11.3% |
| 3M | +19.6% | +6.5% | +13.1% | +19.6% |
| 6M | +8.1% | -5.0% | +13.0% | +8.2% |
| YTD | +20.4% | -27.6% | +48.0% | +20.2% |
| 1Y | +16.5% | -20.7% | +37.2% | +16.5% |
| 3Y | +66.4% | +26.6% | +39.8% | +62.9% |
| All | +66.4% | +24.8% | +41.6% | +62.9% |
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