-23.3%
ONON vs CRS
+1,417.6%
-1,440.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.5% | -0.5% | -2.9% | -3.3% |
| 30D | -30.8% | -18.1% | -12.7% | -25.7% |
| 3M | -29.8% | -12.4% | -17.4% | -27.1% |
| 6M | -34.8% | +15.9% | -50.8% | -39.0% |
| YTD | -42.3% | +45.8% | -88.1% | -50.7% |
| 1Y | -39.5% | +87.8% | -127.3% | -53.8% |
| 3Y | -9.3% | +648.7% | -658.0% | -60.3% |
| All | -23.3% | +1,417.6% | -1,440.9% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling