+2,914.8%
ON vs CME
+8,169.9%
-5,255.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -11.7% | +0.9% | -12.6% | -12.0% |
| 30D | -23.3% | +13.2% | -36.4% | -27.6% |
| 3M | -19.2% | +16.3% | -35.4% | -24.8% |
| 6M | -40.1% | +7.1% | -47.3% | -43.0% |
| YTD | +16.9% | +15.8% | +1.1% | +6.8% |
| 1Y | +29.7% | +17.1% | +12.7% | +17.7% |
| 3Y | -4.4% | +63.2% | -67.6% | -28.6% |
| 5Y | +7.1% | +70.2% | -63.1% | -22.6% |
| 10Y | +447.2% | +337.0% | +110.2% | +153.1% |
| All | +2,914.8% | +8,169.9% | -5,255.2% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling