+1,032.3%
CCJ vs ONTO
+658.6%
+373.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.0% | -1.9% |
| 7D | +0.7% | -1.0% | +1.8% | +1.0% |
| 30D | +6.9% | -2.9% | +9.8% | +6.8% |
| 3M | -11.6% | -2.5% | -9.2% | -14.1% |
| 6M | -16.2% | +28.2% | -44.4% | -26.4% |
| YTD | +10.1% | +69.8% | -59.7% | -11.8% |
| 1Y | +32.3% | +162.9% | -130.6% | -9.4% |
| 3Y | +171.3% | +95.9% | +75.4% | +85.9% |
| 5Y | +372.4% | +244.5% | +127.9% | +143.9% |
| All | +1,032.3% | +658.6% | +373.7% | +300.7% |
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