-7.8%
ONON vs CP
+20.4%
-28.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -1.7% | +2.4% | -4.1% | -3.1% |
| 30D | -27.4% | -0.5% | -26.8% | -27.4% |
| 3M | -26.5% | +1.4% | -27.9% | -27.6% |
| 6M | -34.2% | +10.3% | -44.5% | -38.8% |
| YTD | -41.3% | +24.3% | -65.6% | -49.7% |
| 1Y | -39.7% | +20.4% | -60.1% | -47.3% |
| 3Y | -7.8% | +21.8% | -29.6% | -23.2% |
| All | -7.8% | +20.4% | -28.2% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling