-20.7%
ONON vs CP
+31.6%
-52.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -10.0% | +2.1% | -12.1% | -10.8% |
| 30D | -5.3% | +9.3% | -14.6% | -8.5% |
| 3M | +6.5% | +0.5% | +6.0% | +6.1% |
| 6M | -5.0% | +10.4% | -15.4% | -9.7% |
| YTD | -27.6% | +28.7% | -56.3% | -35.4% |
| 1Y | -20.7% | +33.2% | -53.9% | -31.0% |
| All | -20.7% | +31.6% | -52.3% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling