-20.0%
ONON vs CDW
-15.3%
-4.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -3.0% | +3.2% | -6.2% | -4.6% |
| 30D | -26.7% | +9.3% | -36.0% | -30.5% |
| 3M | -25.3% | +9.8% | -35.1% | -30.5% |
| 6M | -35.3% | +23.3% | -58.6% | -46.6% |
| YTD | -39.8% | +13.7% | -53.4% | -47.9% |
| 1Y | -39.2% | -6.5% | -32.7% | -39.7% |
| 3Y | -4.2% | -25.2% | +21.0% | +5.1% |
| All | -20.0% | -15.3% | -4.7% | -21.9% |
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