-23.3%
ONON vs CLBK
+46.4%
-69.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -3.5% | -1.5% | -2.0% | -2.9% |
| 30D | -30.8% | +6.7% | -37.5% | -32.7% |
| 3M | -29.8% | +21.2% | -51.0% | -35.2% |
| 6M | -34.8% | +42.0% | -76.8% | -43.3% |
| YTD | -42.3% | +63.3% | -105.5% | -52.5% |
| 1Y | -39.5% | +65.4% | -104.9% | -50.7% |
| 3Y | -9.3% | +52.5% | -61.8% | -25.4% |
| All | -23.3% | +46.4% | -69.7% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling