+1,242.3%
CLS vs ONTO
+104.0%
+1,138.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.3% | -2.9% |
| 7D | +4.6% | -1.0% | +5.6% | +5.0% |
| 30D | -13.9% | -2.9% | -11.0% | -13.6% |
| 3M | -26.6% | -2.5% | -24.1% | -28.8% |
| 6M | +15.4% | +28.2% | -12.8% | -5.3% |
| YTD | +5.7% | +69.8% | -64.1% | -27.5% |
| 1Y | +41.1% | +162.9% | -121.8% | -27.1% |
| All | +1,242.3% | +104.0% | +1,138.2% | +747.0% |
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 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