-5.5%
ONON vs CP
+44.8%
-50.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.3% |
| 7D | -11.9% | +0.9% | -12.8% | -12.5% |
| 30D | -6.8% | +10.3% | -17.2% | -13.0% |
| 3M | +6.6% | +2.3% | +4.4% | +4.8% |
| 6M | -2.2% | +10.7% | -13.0% | -9.9% |
| YTD | -28.9% | +29.3% | -58.2% | -41.8% |
| 1Y | -20.3% | +31.5% | -51.8% | -35.7% |
| 3Y | +22.9% | +36.7% | -13.8% | -6.9% |
| 5Y | -11.1% | +26.8% | -37.9% | -35.3% |
| All | -5.5% | +44.8% | -50.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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