+244.2%
CF vs ONTO
+658.6%
-414.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -4.0% |
| 7D | +6.0% | -1.0% | +7.0% | +6.1% |
| 30D | +14.8% | -2.9% | +17.7% | +14.4% |
| 3M | +14.1% | -2.5% | +16.5% | +11.7% |
| 6M | +28.5% | +28.2% | +0.3% | +18.2% |
| YTD | +74.9% | +69.8% | +5.2% | +52.1% |
| 1Y | +61.7% | +162.9% | -101.2% | +27.4% |
| 3Y | +80.3% | +95.9% | -15.6% | +33.6% |
| 5Y | +226.0% | +244.5% | -18.5% | +79.3% |
| All | +244.2% | +658.6% | -414.4% | +5.9% |
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