+35.1%
CLS vs ONTO
+167.3%
-132.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.9% | +0.8% | +2.8% |
| 7D | +12.8% | +9.7% | +3.1% | +6.8% |
| 30D | +3.8% | -8.8% | +12.6% | +9.0% |
| 3M | -14.6% | +4.5% | -19.1% | -21.2% |
| 6M | +32.2% | +56.4% | -24.2% | -3.4% |
| YTD | +11.6% | +78.1% | -66.5% | -24.1% |
| 1Y | +35.1% | +171.3% | -136.2% | -26.0% |
| All | +35.1% | +167.3% | -132.2% | -26.0% |
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