-20.0%
ONON vs CCJ
+309.9%
-330.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -26.7% | +6.9% | -33.6% | -28.2% |
| 3M | -25.3% | -11.6% | -13.7% | -23.5% |
| 6M | -35.3% | -16.2% | -19.0% | -33.3% |
| YTD | -39.8% | +10.1% | -49.9% | -42.9% |
| 1Y | -39.2% | +32.3% | -71.5% | -46.6% |
| 3Y | -4.2% | +171.3% | -175.5% | -38.2% |
| All | -20.0% | +309.9% | -330.0% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling