+138.1%
CFG vs ONTO
+390.5%
-252.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.1% | -12.0% | -3.9% |
| 7D | -0.9% | -14.0% | +13.1% | +2.4% |
| 30D | +1.1% | -43.1% | +44.1% | +16.3% |
| 3M | -12.0% | -35.5% | +23.5% | -4.0% |
| 6M | -2.2% | -41.1% | +38.8% | +5.4% |
| YTD | +11.4% | +9.8% | +1.6% | -4.0% |
| 1Y | +27.8% | +31.5% | -3.7% | +3.3% |
| 3Y | +173.3% | +45.2% | +128.1% | +77.3% |
| 5Y | +62.4% | +86.7% | -24.3% | -15.1% |
| All | +138.1% | +390.5% | -252.4% | -41.7% |
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