+6.7%
ONON vs CRL
+85.3%
-78.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -7.3% | +13.1% | +6.5% |
| 7D | +20.9% | -12.8% | +33.7% | +22.6% |
| 30D | +21.1% | +5.0% | +16.1% | +19.3% |
| 3M | +2.7% | +39.4% | -36.7% | -4.2% |
| 6M | +12.6% | +89.4% | -76.7% | -1.6% |
| YTD | -16.9% | +63.6% | -80.5% | -23.5% |
| 1Y | +6.7% | +83.5% | -76.8% | -2.4% |
| All | +6.7% | +85.3% | -78.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling