+41.9%
CMI vs ONON
-37.3%
+79.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.0% |
| 7D | -0.7% | -3.0% | +2.3% | -0.3% |
| 30D | -13.4% | -26.7% | +13.3% | -10.3% |
| 3M | -17.0% | -25.3% | +8.3% | -14.5% |
| 6M | -1.6% | -35.3% | +33.6% | +2.1% |
| YTD | +11.0% | -39.8% | +50.8% | +15.9% |
| 1Y | +41.9% | -39.2% | +81.1% | +50.1% |
| All | +41.9% | -37.3% | +79.2% | +50.1% |
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