+51.2%
CI vs ONTO
+124.4%
-73.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.2% |
| 7D | +1.2% | +17.5% | -16.3% | +1.2% |
| 30D | +2.6% | -15.7% | +18.2% | +2.6% |
| 3M | +7.4% | -39.7% | +47.2% | +7.6% |
| 6M | -0.1% | -26.5% | +26.4% | -0.3% |
| YTD | +9.7% | +29.0% | -19.2% | +8.0% |
| 1Y | +12.1% | +57.0% | -44.8% | +9.9% |
| 3Y | +7.0% | +50.0% | -43.0% | +0.9% |
| All | +51.2% | +124.4% | -73.1% | +32.5% |
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