-10.5%
ONON vs CNP
+52.2%
-62.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.5% | +0.7% | -4.1% | -3.6% |
| 30D | -30.8% | -0.1% | -30.7% | -30.8% |
| 3M | -29.8% | -5.6% | -24.2% | -29.2% |
| 6M | -34.8% | -7.5% | -27.3% | -34.0% |
| YTD | -42.3% | +5.5% | -47.8% | -43.3% |
| 1Y | -39.5% | +8.3% | -47.9% | -41.2% |
| All | -10.5% | +52.2% | -62.7% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling