+8.6%
CME vs ONTO
+168.3%
-159.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.4% |
| 7D | -1.1% | +9.4% | -10.5% | -0.1% |
| 30D | +4.2% | -4.4% | +8.6% | +4.0% |
| 3M | +7.3% | +1.6% | +5.7% | +8.6% |
| 6M | -11.4% | +45.3% | -56.7% | -7.2% |
| YTD | +3.5% | +76.4% | -72.8% | +10.8% |
| 1Y | +8.6% | +167.2% | -158.6% | +22.7% |
| All | +8.6% | +168.3% | -159.7% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling