-23.3%
ONON vs CPB
-41.4%
+18.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.1% |
| 7D | -5.3% | -5.4% | +0.1% | -5.5% |
| 30D | -13.1% | -7.8% | -5.3% | -13.4% |
| 3M | -29.3% | -6.9% | -22.4% | -29.6% |
| 6M | -34.5% | -12.2% | -22.4% | -35.2% |
| YTD | -42.2% | -21.1% | -21.2% | -43.5% |
| 1Y | -37.3% | -33.5% | -3.8% | -39.7% |
| 3Y | -9.3% | -43.2% | +33.9% | -14.4% |
| All | -23.3% | -41.4% | +18.1% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling