+5.9%
CI vs ONTO
+104.0%
-98.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.1% |
| 7D | +1.3% | -1.0% | +2.3% | +1.3% |
| 30D | +4.4% | -2.9% | +7.3% | +4.4% |
| 3M | +0.7% | -2.5% | +3.1% | +0.8% |
| 6M | +0.3% | +28.2% | -27.9% | +0.7% |
| YTD | +3.8% | +69.8% | -66.0% | +5.0% |
| 1Y | -5.5% | +162.9% | -168.4% | -3.4% |
| All | +5.9% | +104.0% | -98.2% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling