-23.3%
ONON vs CRL
-37.3%
+14.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.8% |
| 7D | -5.3% | -6.9% | +1.6% | -2.5% |
| 30D | -13.1% | -3.2% | -9.9% | -12.1% |
| 3M | -29.3% | +46.5% | -75.9% | -40.6% |
| 6M | -34.5% | +63.1% | -97.7% | -48.4% |
| YTD | -42.2% | +36.9% | -79.1% | -51.0% |
| 1Y | -37.3% | +78.1% | -115.5% | -53.6% |
| 3Y | -9.3% | +36.7% | -45.9% | -29.9% |
| All | -23.3% | -37.3% | +14.0% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling