+144.0%
CFG vs ONTO
+459.0%
-315.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.9% |
| 7D | +0.7% | -2.4% | +3.1% | +0.5% |
| 30D | +2.8% | -32.9% | +35.7% | +12.9% |
| 3M | -10.1% | -32.2% | +22.1% | -2.8% |
| 6M | +3.2% | -30.6% | +33.8% | +6.2% |
| YTD | +14.2% | +25.1% | -10.9% | -5.2% |
| 1Y | +27.4% | +40.0% | -12.6% | +1.5% |
| 3Y | +187.6% | +45.7% | +141.9% | +90.6% |
| 5Y | +65.7% | +128.8% | -63.1% | -19.7% |
| All | +144.0% | +459.0% | -315.0% | -42.5% |
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