+153.3%
CMI vs ONON
-8.6%
+161.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.9% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | -12.4% | -11.6% | -0.8% | -10.6% |
| 3M | -14.8% | -30.1% | +15.3% | -10.1% |
| 6M | +0.8% | -30.5% | +31.3% | +5.8% |
| YTD | +10.2% | -41.0% | +51.2% | +19.0% |
| 1Y | +37.4% | -36.7% | +74.1% | +46.1% |
| 3Y | +153.3% | -8.6% | +161.9% | +150.8% |
| All | +153.3% | -8.6% | +161.9% | +150.8% |
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