-26.9%
CCI vs ONTO
+658.6%
-685.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.0% | -2.2% |
| 7D | -0.4% | -1.0% | +0.6% | -0.4% |
| 30D | +2.7% | -2.9% | +5.6% | +2.6% |
| 3M | -18.2% | -2.5% | -15.7% | -19.0% |
| 6M | -14.8% | +28.2% | -43.0% | -17.9% |
| YTD | -12.6% | +69.8% | -82.4% | -17.8% |
| 1Y | -16.7% | +162.9% | -179.6% | -24.9% |
| 3Y | -10.5% | +95.9% | -106.5% | -23.5% |
| 5Y | -51.4% | +244.5% | -295.9% | -64.5% |
| All | -26.9% | +658.6% | -685.5% | -60.5% |
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