-2.2%
CFG vs ONTO
-39.7%
+37.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.1% | -12.0% | -1.4% |
| 7D | -0.9% | -14.0% | +13.1% | -0.4% |
| 30D | +1.1% | -43.1% | +44.1% | +3.4% |
| 3M | -12.0% | -35.5% | +23.5% | -10.6% |
| 6M | -2.2% | -41.1% | +38.8% | -3.0% |
| All | -2.2% | -39.7% | +37.5% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling