-48.6%
CPNG vs ONON
-22.6%
-26.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.4% |
| 7D | -1.1% | -2.1% | +1.0% | -0.4% |
| 30D | -7.4% | -11.6% | +4.3% | -3.5% |
| 3M | -12.3% | -30.1% | +17.7% | -2.9% |
| 6M | -19.4% | -30.5% | +11.1% | -11.3% |
| YTD | -35.9% | -41.0% | +5.1% | -25.4% |
| 1Y | -53.4% | -36.7% | -16.7% | -47.8% |
| 3Y | -20.0% | -8.6% | -11.4% | -29.0% |
| All | -48.6% | -22.6% | -26.0% | -60.1% |
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