+82.8%
CME vs ONON
-20.9%
+103.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.6% | -3.0% | +1.4% | -1.5% |
| 30D | +6.2% | -26.7% | +32.9% | +7.3% |
| 3M | +10.4% | -25.3% | +35.7% | +11.4% |
| 6M | -9.5% | -35.3% | +25.7% | -8.3% |
| YTD | +6.0% | -39.8% | +45.8% | +7.6% |
| 1Y | +9.3% | -39.2% | +48.5% | +10.8% |
| 3Y | +57.7% | -4.2% | +61.9% | +53.7% |
| All | +82.8% | -20.9% | +103.7% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling