+1,763.7%
CLS vs ONTO
+84.2%
+1,679.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.1% | -10.6% | -5.8% |
| 7D | -22.2% | -14.0% | -8.1% | -15.4% |
| 30D | -44.4% | -43.1% | -1.3% | -23.7% |
| 3M | -34.3% | -35.5% | +1.2% | -17.1% |
| 6M | -50.1% | -41.1% | -9.0% | -35.3% |
| YTD | -30.1% | +9.8% | -39.9% | -35.8% |
| 1Y | -39.3% | +31.5% | -70.9% | -49.4% |
| 3Y | +732.7% | +45.2% | +687.6% | +562.3% |
| All | +1,763.7% | +84.2% | +1,679.4% | +1,096.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling