+732.7%
CLS vs ONTO
+45.4%
+687.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.1% | -10.6% | -6.4% |
| 7D | -22.2% | -14.0% | -8.1% | -14.7% |
| 30D | -44.4% | -43.1% | -1.3% | -21.3% |
| 3M | -34.3% | -35.5% | +1.2% | -15.5% |
| 6M | -50.1% | -41.1% | -9.0% | -34.1% |
| YTD | -30.1% | +9.8% | -39.9% | -37.8% |
| 1Y | -39.3% | +31.5% | -70.9% | -51.8% |
| 3Y | +732.7% | +45.2% | +687.6% | +546.9% |
| All | +732.7% | +45.4% | +687.3% | +546.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling