+7.8%
ON vs CME
+69.3%
-61.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.4% |
| 7D | -11.7% | +0.9% | -12.6% | -11.6% |
| 30D | -23.3% | +13.2% | -36.4% | -22.2% |
| 3M | -19.2% | +16.3% | -35.4% | -17.8% |
| 6M | -40.1% | +7.1% | -47.3% | -39.4% |
| YTD | +16.9% | +15.8% | +1.1% | +18.5% |
| 1Y | +29.7% | +17.1% | +12.7% | +31.5% |
| 3Y | -4.4% | +63.2% | -67.6% | -12.0% |
| All | +7.8% | +69.3% | -61.5% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling