-39.3%
CAG vs ONTO
+106.2%
-145.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.9% |
| 7D | -5.9% | +6.5% | -12.4% | -5.5% |
| 30D | -1.5% | -15.9% | +14.4% | -2.5% |
| 3M | +11.5% | -0.2% | +11.6% | +12.0% |
| 6M | -15.7% | +38.7% | -54.4% | -13.6% |
| YTD | -10.2% | +70.4% | -80.6% | -6.8% |
| 1Y | -18.1% | +153.6% | -171.7% | -13.1% |
| All | -39.3% | +106.2% | -145.5% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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