-0.2%
CCL vs ONON
-22.6%
+22.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | +0.4% |
| 7D | -3.2% | -2.1% | -1.2% | -2.4% |
| 30D | -17.8% | -11.6% | -6.2% | -13.4% |
| 3M | -18.7% | -30.1% | +11.4% | -7.1% |
| 6M | -11.4% | -30.5% | +19.1% | +1.1% |
| YTD | -24.3% | -41.0% | +16.7% | -7.8% |
| 1Y | -28.8% | -36.7% | +7.9% | -17.0% |
| 3Y | +49.3% | -8.6% | +57.9% | +41.9% |
| All | -0.2% | -22.6% | +22.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling