+3,441.9%
ON vs CME
+7,469.3%
-4,027.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +2.4% | -1.6% | +4.0% | +3.1% |
| 30D | -3.3% | +6.2% | -9.5% | -5.9% |
| 3M | -43.6% | +10.4% | -54.0% | -46.4% |
| 6M | +19.0% | -9.5% | +28.5% | +22.2% |
| YTD | +37.4% | +6.0% | +31.3% | +31.2% |
| 1Y | +54.8% | +9.3% | +45.5% | +45.1% |
| 3Y | -25.2% | +57.7% | -82.8% | -43.2% |
| 5Y | +62.7% | +77.7% | -15.0% | +15.4% |
| 10Y | +574.3% | +281.2% | +293.1% | +233.0% |
| All | +3,441.9% | +7,469.3% | -4,027.4% | +311.5% |
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