+19.2%
CFG vs ONTO
+25.7%
-6.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.2% | -0.5% |
| 7D | +1.5% | -1.0% | +2.6% | +1.6% |
| 30D | -3.8% | -2.9% | -0.9% | -3.7% |
| 3M | +11.5% | -2.5% | +13.9% | +8.6% |
| 6M | +19.2% | +28.2% | -9.0% | +6.6% |
| All | +19.2% | +25.7% | -6.6% | +6.6% |
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