-20.0%
ONON vs CNP
+75.4%
-95.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | -26.7% | -1.8% | -24.9% | -26.4% |
| 3M | -25.3% | -4.6% | -20.7% | -24.4% |
| 6M | -35.3% | -8.8% | -26.4% | -33.6% |
| YTD | -39.8% | +5.2% | -45.0% | -41.4% |
| 1Y | -39.2% | +8.3% | -47.5% | -41.6% |
| 3Y | -4.2% | +54.9% | -59.1% | -23.0% |
| All | -20.0% | +75.4% | -95.4% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling