-23.3%
ONON vs CDW
-20.9%
-2.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.8% |
| 7D | -3.5% | -4.2% | +0.8% | -1.3% |
| 30D | -30.8% | +4.9% | -35.6% | -32.9% |
| 3M | -29.8% | +7.3% | -37.1% | -34.0% |
| 6M | -34.8% | +19.2% | -54.0% | -45.7% |
| YTD | -42.3% | +6.2% | -48.4% | -48.2% |
| 1Y | -39.5% | -14.0% | -25.5% | -37.0% |
| 3Y | -9.3% | -30.0% | +20.7% | +2.9% |
| All | -23.3% | -20.9% | -2.4% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling