+106.2%
CME vs ONTO
+493.5%
-387.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +2.7% | +34.4% | -31.7% | +1.3% |
| 30D | +13.5% | -20.4% | +33.9% | +14.4% |
| 3M | +20.9% | -37.8% | +58.8% | +23.3% |
| 6M | +11.5% | -24.6% | +36.1% | +11.2% |
| YTD | +19.5% | +32.8% | -13.4% | +12.8% |
| 1Y | +17.2% | +54.7% | -37.5% | +9.0% |
| 3Y | +65.1% | +54.7% | +10.4% | +41.4% |
| 5Y | +73.1% | +134.0% | -60.9% | +27.9% |
| All | +106.2% | +493.5% | -387.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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