-21.7%
ONON vs CLBK
+47.0%
-68.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -2.1% | -1.5% | -0.6% | -1.5% |
| 30D | -11.6% | -1.0% | -10.6% | -11.3% |
| 3M | -30.1% | +22.9% | -53.0% | -35.8% |
| 6M | -30.5% | +44.2% | -74.7% | -39.9% |
| YTD | -41.0% | +64.0% | -105.0% | -51.6% |
| 1Y | -36.7% | +65.7% | -102.4% | -48.4% |
| 3Y | -8.6% | +54.1% | -62.7% | -25.1% |
| All | -21.7% | +47.0% | -68.7% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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