+2,891.0%
CLS vs ONTO
+390.5%
+2,500.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.6% |
| 3M | -34.3% | -35.5% | +1.2% | -17.1% |
| 6M | -50.1% | -41.1% | -9.0% | -35.4% |
| YTD | -30.1% | +9.8% | -39.9% | -36.0% |
| 1Y | -39.3% | +31.5% | -70.9% | -49.7% |
| 3Y | +732.7% | +45.2% | +687.6% | +531.9% |
| 5Y | +1,777.2% | +86.7% | +1,690.5% | +1,039.5% |
| All | +2,891.0% | +390.5% | +2,500.6% | +815.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling