+72.5%
CART vs ONTO
+39.3%
+33.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.1% | -10.5% | -0.3% |
| 7D | +3.0% | -14.0% | +17.0% | +3.9% |
| 30D | +28.6% | -43.1% | +71.6% | +33.9% |
| 3M | +29.1% | -35.5% | +64.6% | +32.3% |
| 6M | +44.7% | -41.1% | +85.8% | +47.9% |
| YTD | +29.2% | +9.8% | +19.4% | +21.3% |
| 1Y | +66.2% | +31.5% | +34.6% | +51.3% |
| 3Y | +112.8% | +45.2% | +67.7% | +62.9% |
| All | +72.5% | +39.3% | +33.1% | +32.2% |
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