-20.0%
ONON vs CRL
-33.7%
+13.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -0.6% |
| 7D | -3.0% | -1.0% | -2.0% | -2.6% |
| 30D | -26.7% | +10.7% | -37.4% | -30.0% |
| 3M | -25.3% | +55.3% | -80.6% | -38.7% |
| 6M | -35.3% | +60.7% | -95.9% | -48.5% |
| YTD | -39.8% | +44.6% | -84.4% | -50.1% |
| 1Y | -39.2% | +77.7% | -117.0% | -54.8% |
| 3Y | -4.2% | +37.6% | -41.9% | -25.3% |
| All | -20.0% | -33.7% | +13.7% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling