+173.3%
CFG vs ONTO
+45.4%
+127.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.1% | -12.0% | -2.4% |
| 7D | -0.9% | -14.0% | +13.1% | +0.8% |
| 30D | +1.1% | -43.1% | +44.1% | +8.6% |
| 3M | -12.0% | -35.5% | +23.5% | -7.9% |
| 6M | -2.2% | -41.1% | +38.8% | +1.8% |
| YTD | +11.4% | +9.8% | +1.6% | +2.4% |
| 1Y | +27.8% | +31.5% | -3.7% | +13.6% |
| 3Y | +173.3% | +45.2% | +128.1% | +124.4% |
| All | +173.3% | +45.4% | +127.9% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling