+49.6%
ON vs CME
+76.3%
-26.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.2% |
| 7D | -4.7% | -2.4% | -2.4% | -4.9% |
| 30D | -13.5% | +6.2% | -19.7% | -13.1% |
| 3M | -36.3% | +4.4% | -40.7% | -36.1% |
| 6M | +17.8% | -9.6% | +27.4% | +17.5% |
| YTD | +29.6% | +3.8% | +25.8% | +29.6% |
| 1Y | +45.8% | +9.5% | +36.3% | +45.7% |
| 3Y | -28.3% | +51.9% | -80.3% | -36.4% |
| 5Y | +49.6% | +78.7% | -29.1% | +15.3% |
| All | +49.6% | +76.3% | -26.6% | +15.3% |
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