+112.0%
CF vs ONTO
+84.2%
+27.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.1% | -10.4% | +0.7% |
| 7D | -3.2% | -14.0% | +10.9% | -3.2% |
| 30D | +4.3% | -43.1% | +47.4% | +4.5% |
| 3M | +2.8% | -35.5% | +38.3% | +2.8% |
| 6M | +0.6% | -41.1% | +41.7% | +0.6% |
| YTD | +56.6% | +9.8% | +46.9% | +51.1% |
| 1Y | +49.6% | +31.5% | +18.1% | +42.4% |
| 3Y | +61.5% | +45.2% | +16.3% | +44.9% |
| All | +112.0% | +84.2% | +27.8% | +68.9% |
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 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