-39.2%
ONON vs CFG
+40.4%
-79.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -3.0% | +1.5% | -4.5% | -3.7% |
| 30D | -26.7% | -3.8% | -22.9% | -25.3% |
| 3M | -25.3% | +11.5% | -36.8% | -30.0% |
| 6M | -35.3% | +19.2% | -54.4% | -41.8% |
| YTD | -39.8% | +23.7% | -63.5% | -46.6% |
| 1Y | -39.2% | +38.8% | -78.1% | -48.2% |
| All | -39.2% | +40.4% | -79.6% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling