-20.0%
ONON vs CPB
-40.1%
+20.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.4% |
| 7D | -3.0% | -8.6% | +5.6% | -3.3% |
| 30D | -26.7% | -7.2% | -19.5% | -26.9% |
| 3M | -25.3% | +0.9% | -26.2% | -25.2% |
| 6M | -35.3% | -11.8% | -23.4% | -36.0% |
| YTD | -39.8% | -19.4% | -20.4% | -41.0% |
| 1Y | -39.2% | -30.4% | -8.8% | -41.3% |
| 3Y | -4.2% | -40.2% | +35.9% | -9.5% |
| All | -20.0% | -40.1% | +20.1% | -23.9% |
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