-0.8%
ONON vs CFG
+89.2%
-90.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.5% |
| 7D | -10.1% | -0.8% | -9.3% | -9.7% |
| 30D | -1.8% | +3.1% | -4.9% | -3.6% |
| 3M | +12.3% | -9.7% | +22.0% | +18.6% |
| 6M | +2.0% | +6.7% | -4.7% | -3.0% |
| YTD | -25.3% | +15.2% | -40.5% | -32.0% |
| 1Y | -1.3% | +28.8% | -30.1% | -15.9% |
| 3Y | +29.0% | +190.1% | -161.0% | -34.8% |
| 5Y | -6.2% | +63.4% | -69.6% | -30.6% |
| All | -0.8% | +89.2% | -90.1% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling