+75.5%
CI vs ONTO
+695.7%
-620.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -2.3% |
| 7D | -2.0% | +9.7% | -11.7% | -2.9% |
| 30D | -1.8% | -8.8% | +7.0% | -1.3% |
| 3M | -4.2% | +4.5% | -8.7% | -6.1% |
| 6M | +2.7% | +56.4% | -53.7% | -4.6% |
| YTD | +1.9% | +78.1% | -76.2% | -7.0% |
| 1Y | -6.3% | +171.3% | -177.5% | -19.3% |
| 3Y | +3.9% | +118.7% | -114.8% | -16.8% |
| 5Y | +41.9% | +269.4% | -227.5% | -7.6% |
| All | +75.5% | +695.7% | -620.2% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling