-8.6%
ONON vs CRS
+612.2%
-620.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.4% |
| 7D | -2.1% | -6.8% | +4.7% | 0.0% |
| 30D | -11.6% | -16.1% | +4.5% | -6.8% |
| 3M | -30.1% | -21.2% | -8.9% | -25.3% |
| 6M | -30.5% | +8.7% | -39.2% | -33.2% |
| YTD | -41.0% | +41.0% | -82.0% | -48.1% |
| 1Y | -36.7% | +82.7% | -119.4% | -49.8% |
| 3Y | -8.6% | +604.8% | -613.4% | -51.0% |
| All | -8.6% | +612.2% | -620.8% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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