-24.5%
ON vs CME
+56.2%
-80.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +0.8% |
| 7D | +2.4% | -1.6% | +4.0% | +1.5% |
| 30D | -3.3% | +6.2% | -9.5% | +0.3% |
| 3M | -43.6% | +10.4% | -54.0% | -40.3% |
| 6M | +19.0% | -9.5% | +28.5% | +11.3% |
| YTD | +37.4% | +6.0% | +31.3% | +43.9% |
| 1Y | +54.8% | +9.3% | +45.5% | +66.6% |
| All | -24.5% | +56.2% | -80.7% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling