+1.7%
CCL vs ONON
-23.0%
+24.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.2% |
| 7D | -0.1% | -1.7% | +1.5% | +0.5% |
| 30D | -20.0% | -27.4% | +7.4% | -9.8% |
| 3M | -13.7% | -26.5% | +12.9% | -3.4% |
| 6M | -9.0% | -34.2% | +25.2% | +6.2% |
| YTD | -22.8% | -41.3% | +18.5% | -5.8% |
| 1Y | -25.3% | -39.7% | +14.4% | -11.1% |
| 3Y | +54.1% | -7.8% | +61.9% | +45.9% |
| All | +1.7% | -23.0% | +24.7% | -14.2% |
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