-50.8%
CCI vs ONTO
+258.3%
-309.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | +0.2% |
| 7D | +0.2% | +9.7% | -9.5% | +0.2% |
| 30D | +0.5% | -8.8% | +9.3% | +0.5% |
| 3M | -16.3% | +4.5% | -20.8% | -16.5% |
| 6M | -13.9% | +56.4% | -70.4% | -15.1% |
| YTD | -12.4% | +78.1% | -90.5% | -13.9% |
| 1Y | -15.2% | +171.3% | -186.4% | -17.6% |
| 3Y | -9.9% | +118.7% | -128.5% | -18.0% |
| 5Y | -50.8% | +269.4% | -320.2% | -60.4% |
| All | -50.8% | +258.3% | -309.1% | -60.4% |
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