-3.9%
CMG vs ONON
-24.2%
+20.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -3.8% | -5.3% | +1.5% | -2.7% |
| 30D | +12.9% | -13.1% | +26.0% | +16.3% |
| 3M | +18.8% | -29.3% | +48.1% | +27.1% |
| 6M | +4.1% | -34.5% | +38.6% | +12.7% |
| YTD | -2.4% | -42.2% | +39.9% | +8.5% |
| 1Y | -6.7% | -37.3% | +30.7% | +1.5% |
| 3Y | -7.1% | -9.3% | +2.1% | -10.3% |
| All | -3.9% | -24.2% | +20.2% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling