+81.0%
CME vs ONTO
+695.7%
-614.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.4% |
| 7D | -2.9% | +9.7% | -12.5% | -3.4% |
| 30D | +5.5% | -8.8% | +14.3% | +5.9% |
| 3M | +11.0% | +4.5% | +6.5% | +9.4% |
| 6M | -9.7% | +56.4% | -66.1% | -14.4% |
| YTD | +4.9% | +78.1% | -73.2% | -2.1% |
| 1Y | +10.1% | +171.3% | -161.2% | -1.8% |
| 3Y | +53.5% | +118.7% | -65.1% | +28.3% |
| 5Y | +77.2% | +269.4% | -192.2% | +23.1% |
| All | +81.0% | +695.7% | -614.7% | -19.0% |
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