+24.5%
ONON vs CPB
-37.1%
+61.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -4.7% |
| 7D | -11.9% | -5.8% | -6.1% | -12.0% |
| 30D | -6.8% | +16.5% | -23.3% | -6.3% |
| 3M | +6.6% | -1.1% | +7.7% | +6.6% |
| 6M | -2.2% | +11.5% | -13.7% | -1.3% |
| YTD | -28.9% | -15.7% | -13.1% | -31.1% |
| 1Y | -20.3% | -24.7% | +4.3% | -24.4% |
| All | +24.5% | -37.1% | +61.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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