-23.3%
ONON vs CP
+37.5%
-60.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | -3.5% | +0.6% | -4.0% | -3.8% |
| 30D | -30.8% | -0.5% | -30.3% | -30.8% |
| 3M | -29.8% | +0.1% | -29.9% | -30.3% |
| 6M | -34.8% | +7.8% | -42.6% | -38.9% |
| YTD | -42.3% | +22.9% | -65.1% | -51.0% |
| 1Y | -39.5% | +21.3% | -60.8% | -48.3% |
| 3Y | -9.3% | +20.4% | -29.7% | -24.2% |
| All | -23.3% | +37.5% | -60.8% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling