-23.3%
ONON vs CCI
-50.9%
+27.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.5% |
| 7D | -5.3% | -4.4% | -0.9% | -4.1% |
| 30D | -13.1% | +0.3% | -13.4% | -13.2% |
| 3M | -29.3% | -20.0% | -9.4% | -25.0% |
| 6M | -34.5% | -14.5% | -20.0% | -32.1% |
| YTD | -42.2% | -14.9% | -27.4% | -40.3% |
| 1Y | -37.3% | -17.7% | -19.7% | -34.7% |
| 3Y | -9.3% | -12.4% | +3.1% | -13.3% |
| All | -23.3% | -50.9% | +27.6% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 5y: compounded portfolio wealth divided by compounded CCI 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…
5y analysis · Full analysis span regression · 6 months rolling