+145.1%
CFG vs ONTO
+449.2%
-304.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.0% | -9.0% | -0.3% |
| 7D | +0.3% | +1.4% | -1.1% | -1.0% |
| 30D | +3.2% | -34.1% | +37.3% | +14.0% |
| 3M | -9.7% | -37.1% | +27.4% | -0.4% |
| 6M | +3.6% | -31.8% | +35.5% | +7.2% |
| YTD | +14.7% | +22.9% | -8.2% | -4.4% |
| 1Y | +29.6% | +39.5% | -9.9% | +3.2% |
| 3Y | +190.6% | +57.7% | +132.9% | +85.1% |
| 5Y | +67.1% | +115.8% | -48.7% | -16.8% |
| All | +145.1% | +449.2% | -304.1% | -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 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