+69.1%
CL vs ONTO
+390.5%
-321.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.1% | -13.2% | -2.1% |
| 7D | +1.3% | -14.0% | +15.4% | +1.3% |
| 30D | +11.4% | -43.1% | +54.4% | +11.4% |
| 3M | +4.4% | -35.5% | +39.9% | +4.3% |
| 6M | +10.8% | -41.1% | +51.9% | +10.5% |
| YTD | +25.1% | +9.8% | +15.4% | +22.9% |
| 1Y | +28.0% | +31.5% | -3.6% | +25.0% |
| 3Y | +37.6% | +45.2% | -7.5% | +28.7% |
| 5Y | +39.7% | +86.7% | -47.0% | +24.2% |
| All | +69.1% | +390.5% | -321.4% | +15.1% |
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 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