-7.7%
ONON vs CMS
+36.3%
-44.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | -10.0% | +1.7% | -11.7% | -10.1% |
| 30D | -5.3% | +6.2% | -11.5% | -5.8% |
| 3M | +6.5% | +0.6% | +5.8% | +6.4% |
| 6M | -5.0% | -1.8% | -3.2% | -4.8% |
| YTD | -27.6% | +3.8% | -31.5% | -27.9% |
| 1Y | -20.7% | -1.8% | -18.9% | -20.5% |
| 3Y | +26.6% | +39.8% | -13.2% | +15.8% |
| All | -7.7% | +36.3% | -44.0% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling