-50.1%
CLS vs ONTO
-39.7%
-10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.1% | -10.6% | -6.0% |
| 7D | -22.2% | -14.0% | -8.1% | -14.9% |
| 30D | -44.4% | -43.1% | -1.3% | -23.6% |
| 3M | -34.3% | -35.5% | +1.2% | -16.3% |
| 6M | -50.1% | -41.1% | -9.0% | -35.5% |
| All | -50.1% | -39.7% | -10.3% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling