+3,191.0%
ON vs CME
+8,132.9%
-4,941.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.3% |
| 7D | -1.4% | -0.6% | -0.9% | -1.2% |
| 30D | -10.9% | +8.5% | -19.4% | -14.3% |
| 3M | -14.9% | +16.0% | -30.9% | -20.8% |
| 6M | -33.0% | +9.3% | -42.4% | -36.8% |
| YTD | +27.6% | +15.3% | +12.3% | +16.8% |
| 1Y | +44.5% | +14.4% | +30.1% | +32.4% |
| 3Y | +7.4% | +59.9% | -52.5% | -19.0% |
| 5Y | +18.7% | +69.4% | -50.7% | -14.0% |
| 10Y | +516.0% | +299.5% | +216.5% | +196.8% |
| All | +3,191.0% | +8,132.9% | -4,941.9% | +266.5% |
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