+3.1%
CCL vs ONON
-20.9%
+24.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | -5.0% | -3.0% | -2.1% | -3.8% |
| 30D | -20.3% | -26.7% | +6.4% | -10.6% |
| 3M | -15.1% | -25.3% | +10.2% | -5.7% |
| 6M | -15.1% | -35.3% | +20.1% | -0.2% |
| YTD | -21.8% | -39.8% | +18.0% | -5.5% |
| 1Y | -24.8% | -39.2% | +14.4% | -10.7% |
| 3Y | +51.9% | -4.2% | +56.1% | +41.3% |
| All | +3.1% | -20.9% | +24.0% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling