+71.5%
CART vs ONTO
+25.4%
+46.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -15.6% | +13.2% | -1.2% |
| 7D | +1.2% | -29.7% | +30.9% | +3.8% |
| 30D | +27.1% | -50.3% | +77.4% | +33.8% |
| 3M | +27.4% | -43.5% | +70.9% | +32.0% |
| 6M | +32.1% | -48.9% | +81.0% | +36.8% |
| YTD | +28.5% | -1.2% | +29.7% | +21.6% |
| 1Y | +58.8% | +14.9% | +43.9% | +46.5% |
| 3Y | +114.8% | +31.2% | +83.6% | +65.5% |
| All | +71.5% | +25.4% | +46.1% | +32.5% |
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