-3.9%
ONON vs CFG
+88.9%
-92.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | -10.0% | +3.2% | -13.2% | -11.6% |
| 30D | -5.3% | +5.1% | -10.4% | -8.0% |
| 3M | +6.5% | -11.2% | +17.7% | +13.6% |
| 6M | -5.0% | +9.6% | -14.5% | -10.9% |
| YTD | -27.6% | +15.0% | -42.6% | -34.1% |
| 1Y | -20.7% | +29.9% | -50.5% | -32.7% |
| 3Y | +26.6% | +192.1% | -165.5% | -36.3% |
| 5Y | -9.6% | +62.3% | -71.9% | -33.0% |
| All | -3.9% | +88.9% | -92.8% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling