-23.3%
ONON vs CPAY
+59.8%
-83.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.3% |
| 7D | -5.3% | -2.7% | -2.7% | -3.6% |
| 30D | -13.1% | +0.6% | -13.7% | -13.6% |
| 3M | -29.3% | +17.0% | -46.4% | -36.8% |
| 6M | -34.5% | +24.1% | -58.7% | -44.5% |
| YTD | -42.2% | +35.7% | -78.0% | -55.0% |
| 1Y | -37.3% | +34.0% | -71.4% | -51.2% |
| 3Y | -9.3% | +50.3% | -59.5% | -38.3% |
| All | -23.3% | +59.8% | -83.1% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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