+24.5%
ONON vs CVE
+73.1%
-48.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -4.9% |
| 7D | -11.9% | +4.6% | -16.5% | -12.3% |
| 30D | -6.8% | -12.0% | +5.2% | -5.8% |
| 3M | +6.6% | -3.8% | +10.4% | +6.5% |
| 6M | -2.2% | -2.7% | +0.5% | -2.6% |
| YTD | -28.9% | +73.6% | -102.4% | -39.3% |
| 1Y | -20.3% | +62.0% | -82.3% | -30.7% |
| All | +24.5% | +73.1% | -48.6% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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