-3.9%
ONON vs CDW
-4.6%
+0.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -10.0% | +9.3% | -19.3% | -14.1% |
| 30D | -5.3% | +14.4% | -19.6% | -12.4% |
| 3M | +6.5% | +21.4% | -15.0% | -5.7% |
| 6M | -5.0% | +72.8% | -77.8% | -34.0% |
| YTD | -27.6% | +28.0% | -55.7% | -42.0% |
| 1Y | -20.7% | +19.3% | -40.0% | -33.0% |
| 3Y | +26.6% | -15.3% | +41.9% | +28.2% |
| 5Y | -9.6% | -3.8% | -5.8% | -21.7% |
| All | -3.9% | -4.6% | +0.7% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling