+561.8%
ON vs CME
+282.5%
+279.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.0% |
| 7D | -2.2% | -2.9% | +0.7% | -1.1% |
| 30D | -12.4% | +5.5% | -18.0% | -14.2% |
| 3M | -41.2% | +11.0% | -52.2% | -43.8% |
| 6M | +25.0% | -9.7% | +34.7% | +28.5% |
| YTD | +31.3% | +4.9% | +26.4% | +26.5% |
| 1Y | +45.4% | +10.1% | +35.3% | +36.7% |
| 3Y | -27.4% | +53.5% | -80.9% | -45.4% |
| 5Y | +58.5% | +77.2% | -18.7% | +7.3% |
| 10Y | +561.8% | +282.1% | +279.7% | +260.7% |
| All | +561.8% | +282.5% | +279.4% | +260.7% |
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