-2.3%
ONON vs CF
+120.6%
-122.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +10.6% | -3.2% | +13.8% | +10.8% |
| 30D | +12.5% | +4.3% | +8.1% | +12.0% |
| 3M | +0.1% | +2.8% | -2.8% | -0.4% |
| 6M | +3.6% | +0.6% | +3.0% | +3.0% |
| YTD | -19.6% | +56.6% | -76.3% | -27.7% |
| 1Y | +5.2% | +49.6% | -44.4% | -4.5% |
| 3Y | +33.1% | +61.5% | -28.3% | +16.5% |
| All | -2.3% | +120.6% | -122.9% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling