+11.7%
CMI vs ONON
+8.5%
+3.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.8% | -11.6% | -6.3% |
| 7D | -11.2% | +20.9% | -32.1% | -13.1% |
| 30D | -9.8% | +21.1% | -31.0% | -11.9% |
| 3M | -25.5% | +2.7% | -28.2% | -25.9% |
| 6M | -27.7% | +12.6% | -40.3% | -30.1% |
| YTD | -6.6% | -16.9% | +10.3% | -5.9% |
| 1Y | +11.7% | +6.7% | +5.0% | +13.1% |
| All | +11.7% | +8.5% | +3.2% | +13.1% |
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