-7.1%
CMG vs ONON
-8.6%
+1.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -2.1% | -2.1% | 0.0% | -1.7% |
| 30D | +10.9% | -11.6% | +22.5% | +13.5% |
| 3M | +15.8% | -30.1% | +45.9% | +23.3% |
| 6M | +6.9% | -30.5% | +37.4% | +13.4% |
| YTD | -2.2% | -41.0% | +38.9% | +6.9% |
| 1Y | -7.1% | -36.7% | +29.6% | -0.4% |
| 3Y | -7.1% | -8.6% | +1.5% | -4.7% |
| All | -7.1% | -8.6% | +1.5% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling