-22.1%
ONON vs CF
+221.4%
-243.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.6% |
| 7D | -1.7% | -0.9% | -0.7% | -1.6% |
| 30D | -27.4% | +18.1% | -45.5% | -28.5% |
| 3M | -26.5% | +23.4% | -49.9% | -28.1% |
| 6M | -34.2% | +17.1% | -51.3% | -36.5% |
| YTD | -41.3% | +76.2% | -117.6% | -47.8% |
| 1Y | -39.7% | +62.3% | -101.9% | -45.5% |
| 3Y | -7.8% | +71.8% | -79.7% | -19.4% |
| All | -22.1% | +221.4% | -243.5% | -45.8% |
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