-69.9%
CHTR vs ONTO
+661.2%
-731.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.4% | +8.4% | +5.3% |
| 7D | -7.1% | +6.5% | -13.7% | -7.7% |
| 30D | -10.9% | -15.9% | +5.0% | -9.7% |
| 3M | +2.0% | -0.2% | +2.2% | +0.2% |
| 6M | -35.9% | +38.7% | -74.7% | -40.3% |
| YTD | -32.7% | +70.4% | -103.0% | -39.5% |
| 1Y | -46.6% | +153.6% | -200.2% | -54.9% |
| 3Y | -66.7% | +109.2% | -175.9% | -73.6% |
| 5Y | -82.1% | +249.7% | -331.9% | -87.8% |
| All | -69.9% | +661.2% | -731.1% | -84.6% |
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 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