+60.4%
CFG vs ONTO
+124.4%
-64.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | +3.2% | +17.5% | -14.3% | 0.0% |
| 30D | +5.1% | -15.7% | +20.8% | +7.5% |
| 3M | -11.2% | -39.7% | +28.5% | -4.0% |
| 6M | +9.6% | -26.5% | +36.0% | +10.6% |
| YTD | +15.0% | +29.0% | -14.0% | +0.5% |
| 1Y | +29.9% | +57.0% | -27.1% | +8.3% |
| 3Y | +192.1% | +50.0% | +142.1% | +118.4% |
| All | +60.4% | +124.4% | -64.0% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling