-22.1%
ONON vs CAG
-40.4%
+18.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.4% |
| 7D | -1.7% | -5.3% | +3.6% | -1.2% |
| 30D | -27.4% | +1.0% | -28.4% | -27.5% |
| 3M | -26.5% | +17.4% | -43.9% | -27.6% |
| 6M | -34.2% | -16.8% | -17.4% | -33.8% |
| YTD | -41.3% | -6.8% | -34.5% | -41.4% |
| 1Y | -39.7% | -15.4% | -24.3% | -39.4% |
| 3Y | -7.8% | -37.1% | +29.2% | -6.5% |
| All | -22.1% | -40.4% | +18.4% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling