-23.3%
ONON vs CCJ
+296.4%
-319.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | -5.3% | -3.2% | -2.1% | -4.6% |
| 30D | -13.1% | -1.3% | -11.8% | -13.0% |
| 3M | -29.3% | +2.5% | -31.9% | -30.3% |
| 6M | -34.5% | -18.9% | -15.7% | -32.0% |
| YTD | -42.2% | +6.5% | -48.7% | -44.8% |
| 1Y | -37.3% | +22.8% | -60.2% | -43.8% |
| 3Y | -9.3% | +164.5% | -173.7% | -41.1% |
| All | -23.3% | +296.4% | -319.7% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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