-5.5%
ONON vs CPB
-37.4%
+31.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | +6.6% | -1.1% | +7.7% | +6.6% |
| 6M | -2.2% | +11.5% | -13.7% | -1.6% |
| YTD | -28.9% | -15.7% | -13.1% | -30.2% |
| 1Y | -20.3% | -24.7% | +4.3% | -22.8% |
| 3Y | +22.9% | -37.3% | +60.2% | +16.3% |
| 5Y | -11.1% | -35.0% | +23.9% | -8.0% |
| All | -5.5% | -37.4% | +31.9% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling