-20.0%
ONON vs CP
+39.9%
-59.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -3.0% | -2.7% | -0.3% | -1.2% |
| 30D | -26.7% | +0.2% | -26.9% | -27.1% |
| 3M | -25.3% | +2.6% | -27.9% | -27.1% |
| 6M | -35.3% | +6.0% | -41.2% | -38.5% |
| YTD | -39.8% | +24.9% | -64.7% | -49.5% |
| 1Y | -39.2% | +20.1% | -59.3% | -47.6% |
| 3Y | -4.2% | +16.4% | -20.6% | -17.7% |
| All | -20.0% | +39.9% | -59.9% | -39.8% |
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