+125.4%
CMG vs ONTO
+476.3%
-350.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.9% |
| 7D | +2.5% | +17.5% | -15.0% | -0.7% |
| 30D | +15.6% | -15.7% | +31.3% | +18.1% |
| 3M | +8.2% | -39.7% | +47.9% | +17.1% |
| 6M | +9.9% | -26.5% | +36.4% | +10.2% |
| YTD | -4.6% | +29.0% | -33.6% | -17.9% |
| 1Y | +12.4% | +57.0% | -44.5% | -8.1% |
| 3Y | -18.0% | +50.0% | -68.0% | -39.6% |
| 5Y | -5.3% | +127.3% | -132.6% | -43.3% |
| All | +125.4% | +476.3% | -350.9% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling