+222.5%
CF vs ONTO
+493.5%
-271.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.6% |
| 7D | +5.4% | +34.4% | -29.1% | +1.8% |
| 30D | +6.5% | -20.4% | +27.0% | +8.6% |
| 3M | +4.6% | -37.8% | +42.5% | +9.3% |
| 6M | -3.3% | -24.6% | +21.3% | -3.7% |
| YTD | +63.9% | +32.8% | +31.1% | +45.0% |
| 1Y | +50.4% | +54.7% | -4.3% | +28.9% |
| 3Y | +68.2% | +54.7% | +13.6% | +27.3% |
| 5Y | +113.8% | +134.0% | -20.2% | +28.5% |
| All | +222.5% | +493.5% | -271.0% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling