-21.7%
ONON vs CNI
+14.4%
-36.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.3% |
| 7D | -2.1% | -0.4% | -1.7% | -1.8% |
| 30D | -11.6% | -2.7% | -8.9% | -9.6% |
| 3M | -30.1% | +3.9% | -34.0% | -33.0% |
| 6M | -30.5% | +16.4% | -46.9% | -40.2% |
| YTD | -41.0% | +25.8% | -66.8% | -53.0% |
| 1Y | -36.7% | +32.4% | -69.1% | -52.0% |
| 3Y | -8.6% | +19.1% | -27.7% | -27.0% |
| All | -21.7% | +14.4% | -36.1% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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