-3.9%
ONON vs CP
+44.1%
-48.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -10.0% | +2.1% | -12.1% | -11.3% |
| 30D | -5.3% | +9.3% | -14.6% | -11.0% |
| 3M | +6.5% | +0.5% | +6.0% | +5.9% |
| 6M | -5.0% | +10.4% | -15.4% | -12.2% |
| YTD | -27.6% | +28.7% | -56.3% | -40.6% |
| 1Y | -20.7% | +33.2% | -53.9% | -36.5% |
| 3Y | +26.6% | +38.4% | -11.8% | -5.2% |
| 5Y | -9.6% | +26.2% | -35.8% | -34.0% |
| All | -3.9% | +44.1% | -48.0% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling