+206.1%
CF vs ONTO
+341.5%
-135.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -15.6% | +21.8% | +7.9% |
| 7D | +0.4% | -29.7% | +30.1% | +4.1% |
| 30D | +2.2% | -50.3% | +52.5% | +10.0% |
| 3M | +2.1% | -43.5% | +45.6% | +7.2% |
| 6M | -6.5% | -48.9% | +42.3% | -2.3% |
| YTD | +55.6% | -1.2% | +56.7% | +42.4% |
| 1Y | +42.3% | +14.9% | +27.4% | +26.1% |
| 3Y | +55.7% | +31.2% | +24.5% | +17.0% |
| 5Y | +122.4% | +68.1% | +54.4% | +40.4% |
| All | +206.1% | +341.5% | -135.4% | -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 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