-5.5%
ONON vs CDW
-4.0%
-1.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.6% | -4.6% |
| 7D | -11.9% | +9.1% | -21.0% | -15.8% |
| 30D | -6.8% | +13.7% | -20.5% | -13.6% |
| 3M | +6.6% | +27.0% | -20.4% | -7.8% |
| 6M | -2.2% | +75.9% | -78.1% | -32.8% |
| YTD | -28.9% | +28.9% | -57.7% | -43.2% |
| 1Y | -20.3% | +19.6% | -40.0% | -32.7% |
| 3Y | +22.9% | -14.6% | +37.6% | +23.9% |
| 5Y | -11.1% | -3.2% | -8.0% | -23.2% |
| All | -5.5% | -4.0% | -1.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling