+33.1%
ONON vs CVE
+53.7%
-20.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +10.6% | -16.1% | +26.7% | +12.2% |
| 30D | +12.5% | -10.4% | +22.8% | +13.3% |
| 3M | +0.1% | -2.4% | +2.4% | -0.5% |
| 6M | +3.6% | -4.4% | +8.0% | +3.0% |
| YTD | -19.6% | +64.9% | -84.6% | -30.8% |
| 1Y | +5.2% | +66.0% | -60.8% | -9.9% |
| 3Y | +33.1% | +57.7% | -24.5% | +8.2% |
| All | +33.1% | +53.7% | -20.6% | +8.2% |
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