+523.3%
ON vs CME
+308.7%
+214.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.9% |
| 7D | +12.2% | +3.9% | +8.3% | +10.8% |
| 30D | -3.1% | +11.3% | -14.5% | -7.0% |
| 3M | -12.9% | +19.6% | -32.4% | -18.7% |
| 6M | -38.6% | +8.1% | -46.7% | -41.0% |
| YTD | +31.2% | +20.4% | +10.8% | +19.8% |
| 1Y | +47.6% | +16.5% | +31.1% | +36.5% |
| 3Y | +6.6% | +66.4% | -59.8% | -21.5% |
| 5Y | +21.3% | +74.5% | -53.2% | -15.0% |
| All | +523.3% | +308.7% | +214.6% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling