-43.5%
CAG vs ONTO
+261.1%
-304.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -0.5% |
| 7D | -5.7% | +4.9% | -10.6% | -5.5% |
| 30D | -2.4% | -16.6% | +14.2% | -3.1% |
| 3M | +9.8% | -7.3% | +17.1% | +9.9% |
| 6M | -10.8% | +45.9% | -56.8% | -9.1% |
| YTD | -10.8% | +78.2% | -89.0% | -8.4% |
| 1Y | -19.0% | +159.8% | -178.8% | -15.7% |
| 3Y | -39.7% | +123.4% | -163.1% | -38.0% |
| All | -43.5% | +261.1% | -304.5% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling