-7.8%
ONON vs CMS
+35.3%
-43.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | -1.7% | +1.2% | -2.9% | -1.7% |
| 30D | -27.4% | -3.2% | -24.2% | -27.3% |
| 3M | -26.5% | -2.2% | -24.3% | -26.3% |
| 6M | -34.2% | -9.4% | -24.8% | -34.0% |
| YTD | -41.3% | +0.7% | -42.0% | -41.1% |
| 1Y | -39.7% | +0.4% | -40.0% | -39.6% |
| 3Y | -7.8% | +35.2% | -43.0% | -21.6% |
| All | -7.8% | +35.3% | -43.2% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling