+144.2%
CFG vs ONTO
+493.5%
-349.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | +1.6% | +34.4% | -32.8% | -6.7% |
| 30D | +3.3% | -20.4% | +23.7% | +8.2% |
| 3M | -11.5% | -37.8% | +26.3% | -1.8% |
| 6M | +6.2% | -24.6% | +30.8% | +6.6% |
| YTD | +14.3% | +32.8% | -18.6% | -6.8% |
| 1Y | +26.7% | +54.7% | -28.0% | -2.0% |
| 3Y | +187.8% | +54.7% | +133.1% | +87.5% |
| 5Y | +61.3% | +134.0% | -72.7% | -21.6% |
| All | +144.2% | +493.5% | -349.3% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling