+164.4%
CFG vs ONTO
+658.6%
-494.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.2% | -1.8% |
| 7D | +1.5% | -1.0% | +2.6% | +1.7% |
| 30D | -3.8% | -2.9% | -0.9% | -4.1% |
| 3M | +11.5% | -2.5% | +13.9% | +7.1% |
| 6M | +19.2% | +28.2% | -9.0% | +3.0% |
| YTD | +23.7% | +69.8% | -46.1% | -3.4% |
| 1Y | +38.8% | +162.9% | -124.0% | -7.8% |
| 3Y | +178.9% | +95.9% | +83.0% | +73.3% |
| 5Y | +101.8% | +244.5% | -142.7% | -13.9% |
| All | +164.4% | +658.6% | -494.2% | -41.3% |
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