-22.1%
ONON vs CCI
-49.5%
+27.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -1.7% | +0.2% | -1.8% | -1.7% |
| 30D | -27.4% | +0.5% | -27.9% | -27.5% |
| 3M | -26.5% | -16.3% | -10.2% | -23.0% |
| 6M | -34.2% | -13.9% | -20.3% | -31.9% |
| YTD | -41.3% | -12.4% | -28.9% | -39.8% |
| 1Y | -39.7% | -15.2% | -24.5% | -37.6% |
| 3Y | -7.8% | -9.9% | +2.0% | -12.6% |
| All | -22.1% | -49.5% | +27.4% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling