+74.5%
CL vs ONTO
+476.3%
-401.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +1.8% |
| 7D | +3.2% | +17.5% | -14.3% | +3.3% |
| 30D | +8.0% | -15.7% | +23.7% | +8.1% |
| 3M | +7.9% | -39.7% | +47.6% | +8.0% |
| 6M | +14.7% | -26.5% | +41.2% | +14.4% |
| YTD | +29.2% | +29.0% | +0.2% | +26.9% |
| 1Y | +29.5% | +57.0% | -27.4% | +26.6% |
| 3Y | +40.7% | +50.0% | -9.3% | +33.1% |
| 5Y | +43.9% | +127.3% | -83.4% | +27.5% |
| All | +74.5% | +476.3% | -401.8% | +18.9% |
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