-1.3%
ONON vs CMS
-2.8%
+1.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | -10.1% | -1.1% | -9.0% | -10.1% |
| 30D | -1.8% | +6.6% | -8.4% | -1.3% |
| 3M | +12.3% | +0.8% | +11.5% | +12.3% |
| 6M | +2.0% | -3.3% | +5.3% | +2.4% |
| YTD | -25.3% | +2.7% | -28.0% | -20.0% |
| 1Y | -1.3% | -4.0% | +2.7% | +4.6% |
| All | -1.3% | -2.8% | +1.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling