+47.7%
CI vs ONTO
+84.2%
-36.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.1% | -13.7% | -2.6% |
| 7D | -1.6% | -14.0% | +12.5% | -1.6% |
| 30D | +5.4% | -43.1% | +48.5% | +5.4% |
| 3M | +7.3% | -35.5% | +42.8% | +7.1% |
| 6M | +5.3% | -41.1% | +46.4% | +5.1% |
| YTD | +8.5% | +9.8% | -1.3% | +6.7% |
| 1Y | +17.1% | +31.5% | -14.4% | +14.7% |
| 3Y | +1.4% | +45.2% | -43.8% | -5.6% |
| All | +47.7% | +84.2% | -36.6% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling