-10.5%
ONON vs CRL
+36.0%
-46.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.5% |
| 7D | -5.3% | -6.9% | +1.6% | -3.5% |
| 30D | -13.1% | -3.2% | -9.9% | -12.5% |
| 3M | -29.3% | +46.5% | -75.9% | -36.9% |
| 6M | -34.5% | +63.1% | -97.7% | -43.8% |
| YTD | -42.2% | +36.9% | -79.1% | -47.9% |
| 1Y | -37.3% | +78.1% | -115.5% | -48.1% |
| All | -10.5% | +36.0% | -46.5% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling