-35.3%
CLS vs ONTO
+33.8%
-69.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +12.0% | -4.1% | +0.1% |
| 7D | -10.6% | +1.4% | -11.9% | -11.7% |
| 30D | -38.4% | -34.1% | -4.3% | -20.1% |
| 3M | -29.9% | -37.1% | +7.2% | -7.1% |
| 6M | -40.6% | -31.8% | -8.8% | -29.1% |
| YTD | -24.6% | +22.9% | -47.5% | -44.8% |
| All | -35.3% | +33.8% | -69.1% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling