+34.8%
CF vs ONTO
+46.1%
-11.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.7% | +4.3% | -5.7% |
| 7D | -6.9% | -17.4% | +10.5% | -9.4% |
| 30D | -3.7% | -43.2% | +39.5% | -11.3% |
| 3M | -5.0% | -35.7% | +30.8% | -9.8% |
| 6M | -10.5% | -38.3% | +27.8% | -13.5% |
| YTD | +46.5% | +17.1% | +29.4% | +56.8% |
| 1Y | +34.8% | +43.1% | -8.3% | +41.9% |
| All | +34.8% | +46.1% | -11.3% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling