-23.3%
ONON vs CG
+3.2%
-26.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.5% |
| 7D | -5.3% | -9.8% | +4.5% | +0.9% |
| 30D | -13.1% | -10.3% | -2.8% | -7.4% |
| 3M | -29.3% | -1.7% | -27.7% | -29.6% |
| 6M | -34.5% | -9.8% | -24.7% | -31.4% |
| YTD | -42.2% | -25.6% | -16.6% | -32.2% |
| 1Y | -37.3% | -32.5% | -4.8% | -22.2% |
| 3Y | -9.3% | +45.6% | -54.9% | -40.1% |
| All | -23.3% | +3.2% | -26.5% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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