-10.5%
ONON vs CPB
-40.6%
+30.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | -3.5% | -8.0% | +4.5% | -3.6% |
| 30D | -30.8% | -2.4% | -28.4% | -30.8% |
| 3M | -29.8% | +0.5% | -30.4% | -29.8% |
| 6M | -34.8% | -10.5% | -24.4% | -35.8% |
| YTD | -42.3% | -17.5% | -24.7% | -43.7% |
| 1Y | -39.5% | -31.0% | -8.5% | -42.4% |
| All | -10.5% | -40.6% | +30.1% | -11.0% |
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