-1.6%
CRM vs ONON
-22.6%
+20.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.1% | +1.4% |
| 7D | -4.4% | -2.1% | -2.4% | -3.9% |
| 30D | +28.1% | -11.6% | +39.7% | +32.0% |
| 3M | +48.8% | -30.1% | +78.9% | +61.0% |
| 6M | +28.3% | -30.5% | +58.8% | +37.6% |
| YTD | -6.0% | -41.0% | +35.0% | +5.0% |
| 1Y | +1.4% | -36.7% | +38.1% | +10.5% |
| 3Y | +11.8% | -8.6% | +20.5% | +5.3% |
| All | -1.6% | -22.6% | +20.9% | -14.5% |
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