-44.7%
CCL vs ONTO
+658.6%
-703.3%
-87.6%
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% | -2.8% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | -20.3% | -2.9% | -17.5% | -20.8% |
| 3M | -15.1% | -2.5% | -12.7% | -20.5% |
| 6M | -15.1% | +28.2% | -43.3% | -32.2% |
| YTD | -21.8% | +69.8% | -91.6% | -46.8% |
| 1Y | -24.8% | +162.9% | -187.7% | -60.8% |
| 3Y | +51.9% | +95.9% | -44.1% | -28.5% |
| 5Y | +4.0% | +244.5% | -240.4% | -70.4% |
| All | -44.7% | +658.6% | -703.3% | -93.0% |
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