+41.5%
CL vs ONTO
+146.7%
-105.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.9% | -9.0% | +0.3% |
| 7D | -0.8% | +16.4% | -17.1% | +0.1% |
| 30D | +9.5% | -21.4% | +31.0% | +8.8% |
| 3M | +6.8% | -32.7% | +39.5% | +5.6% |
| 6M | +14.3% | -25.2% | +39.5% | +13.9% |
| YTD | +27.0% | +36.2% | -9.2% | +28.6% |
| 1Y | +26.3% | +61.2% | -34.9% | +28.4% |
| 3Y | +39.3% | +58.7% | -19.4% | +39.7% |
| 5Y | +41.5% | +143.6% | -102.1% | +38.1% |
| All | +41.5% | +146.7% | -105.2% | +38.1% |
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