-10.7%
CMG vs ONON
-37.3%
+26.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -2.8% | -3.0% | +0.2% | -2.0% |
| 30D | +7.1% | -26.7% | +33.8% | +15.6% |
| 3M | +31.2% | -25.3% | +56.5% | +40.2% |
| 6M | +0.7% | -35.3% | +35.9% | +12.9% |
| YTD | -0.1% | -39.8% | +39.7% | +14.1% |
| 1Y | -10.7% | -39.2% | +28.5% | +1.0% |
| All | -10.7% | -37.3% | +26.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling