-21.7%
ONON vs CNP
+72.9%
-94.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | -11.6% | -2.9% | -8.7% | -10.8% |
| 3M | -30.1% | -7.5% | -22.6% | -28.6% |
| 6M | -30.5% | -7.9% | -22.6% | -29.0% |
| YTD | -41.0% | +3.7% | -44.8% | -42.3% |
| 1Y | -36.7% | +4.6% | -41.3% | -38.4% |
| 3Y | -8.6% | +49.1% | -57.7% | -25.4% |
| All | -21.7% | +72.9% | -94.6% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling