-10.0%
CRM vs ONON
+8.5%
-18.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +1.6% |
| 7D | -6.2% | +20.9% | -27.1% | -7.9% |
| 30D | -1.2% | +21.1% | -22.3% | -3.0% |
| 3M | +19.1% | +2.7% | +16.4% | +18.5% |
| 6M | +23.0% | +12.6% | +10.3% | +21.2% |
| YTD | -13.7% | -16.9% | +3.2% | -10.9% |
| 1Y | -10.0% | +6.7% | -16.7% | -9.6% |
| All | -10.0% | +8.5% | -18.5% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling