-10.5%
ONON vs CAG
-39.3%
+28.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.2% |
| 7D | -5.3% | -5.9% | +0.6% | -4.9% |
| 30D | -13.1% | -1.5% | -11.6% | -13.1% |
| 3M | -29.3% | +11.5% | -40.8% | -29.7% |
| 6M | -34.5% | -15.7% | -18.9% | -34.7% |
| YTD | -42.2% | -10.2% | -32.0% | -42.5% |
| 1Y | -37.3% | -18.1% | -19.3% | -37.5% |
| All | -10.5% | -39.3% | +28.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling