+71.5%
CL vs ONTO
+449.2%
-377.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.0% | -10.6% | +1.5% |
| 7D | +0.5% | +1.4% | -0.9% | +0.6% |
| 30D | +11.6% | -34.1% | +45.7% | +11.7% |
| 3M | +5.6% | -37.1% | +42.7% | +5.7% |
| 6M | +13.2% | -31.8% | +45.0% | +12.9% |
| YTD | +26.9% | +22.9% | +4.0% | +24.7% |
| 1Y | +27.3% | +39.5% | -12.2% | +24.6% |
| 3Y | +39.7% | +57.7% | -18.0% | +31.0% |
| 5Y | +41.3% | +115.8% | -74.5% | +25.2% |
| All | +71.5% | +449.2% | -377.7% | +16.8% |
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