+105.9%
CB vs ONTO
+136.3%
-30.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.4% |
| 7D | 0.0% | +34.4% | -34.4% | +0.3% |
| 30D | +7.4% | -20.4% | +27.8% | +7.3% |
| 3M | +8.6% | -37.8% | +46.5% | +8.5% |
| 6M | +16.1% | -24.6% | +40.7% | +15.7% |
| YTD | +20.2% | +32.8% | -12.6% | +17.7% |
| 1Y | +27.2% | +54.7% | -27.5% | +23.9% |
| 3Y | +72.7% | +54.7% | +18.0% | +61.9% |
| 5Y | +105.9% | +134.0% | -28.1% | +77.1% |
| All | +105.9% | +136.3% | -30.3% | +77.1% |
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 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