+99.9%
CME vs ONTO
+390.5%
-290.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.1% | -11.5% | -0.9% |
| 7D | +0.9% | -14.0% | +14.9% | +1.5% |
| 30D | +13.2% | -43.1% | +56.3% | +16.0% |
| 3M | +16.3% | -35.5% | +51.8% | +17.9% |
| 6M | +7.1% | -41.1% | +48.2% | +8.3% |
| YTD | +15.8% | +9.8% | +6.1% | +10.3% |
| 1Y | +17.1% | +31.5% | -14.4% | +9.5% |
| 3Y | +63.2% | +45.2% | +18.0% | +37.3% |
| 5Y | +70.2% | +86.7% | -16.5% | +28.1% |
| All | +99.9% | +390.5% | -290.5% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling