-20.3%
ONON vs CP
+33.3%
-53.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.1% |
| 7D | -11.9% | +0.9% | -12.8% | -12.2% |
| 30D | -6.8% | +10.3% | -17.2% | -10.2% |
| 3M | +6.6% | +2.3% | +4.4% | +5.6% |
| 6M | -2.2% | +10.7% | -13.0% | -7.1% |
| YTD | -28.9% | +29.3% | -58.2% | -36.1% |
| 1Y | -20.3% | +31.5% | -51.8% | -29.0% |
| All | -20.3% | +33.3% | -53.6% | -29.0% |
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