-22.3%
CAG vs ONTO
+658.6%
-680.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -0.9% |
| 7D | -3.8% | -1.0% | -2.8% | -3.8% |
| 30D | +3.1% | -2.9% | +6.0% | +3.1% |
| 3M | +23.5% | -2.5% | +25.9% | +23.2% |
| 6M | -14.8% | +28.2% | -43.1% | -15.3% |
| YTD | -5.4% | +69.8% | -75.2% | -6.3% |
| 1Y | -11.8% | +162.9% | -174.7% | -13.4% |
| 3Y | -36.7% | +95.9% | -132.6% | -39.1% |
| 5Y | -40.3% | +244.5% | -284.8% | -46.3% |
| All | -22.3% | +658.6% | -680.9% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling