-23.3%
ONON vs CFG
+99.2%
-122.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -3.5% | -0.6% | -2.9% | -3.1% |
| 30D | -30.8% | -4.5% | -26.2% | -29.0% |
| 3M | -29.8% | +6.3% | -36.2% | -32.6% |
| 6M | -34.8% | +20.6% | -55.4% | -41.9% |
| YTD | -42.3% | +21.2% | -63.5% | -48.8% |
| 1Y | -39.5% | +38.2% | -77.7% | -50.6% |
| 3Y | -9.3% | +185.9% | -195.2% | -53.6% |
| All | -23.3% | +99.2% | -122.5% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling