+351.8%
CCJ vs ONTO
+258.3%
+93.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | -0.3% |
| 7D | +5.9% | +9.7% | -3.7% | +2.8% |
| 30D | +4.7% | -8.8% | +13.5% | +7.0% |
| 3M | -3.3% | +4.5% | -7.8% | -7.9% |
| 6M | -7.0% | +56.4% | -63.4% | -22.8% |
| YTD | +11.5% | +78.1% | -66.6% | -11.0% |
| 1Y | +32.3% | +171.3% | -139.0% | -8.2% |
| 3Y | +176.8% | +118.7% | +58.2% | +88.4% |
| 5Y | +351.8% | +269.4% | +82.4% | +133.3% |
| All | +351.8% | +258.3% | +93.5% | +133.3% |
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