-23.3%
ONON vs CNP
+73.0%
-96.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.5% |
| 7D | -5.3% | -2.2% | -3.2% | -4.7% |
| 30D | -13.1% | -2.1% | -11.1% | -12.6% |
| 3M | -29.3% | -7.9% | -21.4% | -27.7% |
| 6M | -34.5% | -8.3% | -26.2% | -33.1% |
| YTD | -42.2% | +3.8% | -46.0% | -43.5% |
| 1Y | -37.3% | +5.9% | -43.2% | -39.3% |
| 3Y | -9.3% | +49.3% | -58.5% | -25.9% |
| All | -23.3% | +73.0% | -96.2% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling