-3.9%
ONON vs CF
+199.3%
-203.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -10.0% | +4.8% | -14.8% | -10.3% |
| 30D | -5.3% | +4.7% | -10.0% | -5.7% |
| 3M | +6.5% | +7.4% | -1.0% | +5.5% |
| 6M | -5.0% | +0.6% | -5.6% | -5.4% |
| YTD | -27.6% | +64.1% | -91.8% | -35.3% |
| 1Y | -20.7% | +51.4% | -72.1% | -28.0% |
| 3Y | +26.6% | +67.8% | -41.2% | +10.3% |
| 5Y | -9.6% | +114.1% | -123.7% | -29.4% |
| All | -3.9% | +199.3% | -203.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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