+72.8%
CL vs ONTO
+341.5%
-268.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.6% | +15.5% | -0.1% |
| 7D | +5.9% | -29.7% | +35.6% | +5.8% |
| 30D | +13.8% | -50.3% | +64.0% | +13.7% |
| 3M | +6.4% | -43.5% | +49.9% | +6.3% |
| 6M | +15.6% | -48.9% | +64.5% | +15.4% |
| YTD | +27.9% | -1.2% | +29.1% | +25.5% |
| 1Y | +31.4% | +14.9% | +16.5% | +28.4% |
| 3Y | +41.4% | +31.2% | +10.2% | +32.1% |
| 5Y | +42.8% | +68.1% | -25.3% | +26.9% |
| All | +72.8% | +341.5% | -268.7% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling