-7.1%
CMG vs ONTO
+162.0%
-169.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | 0.0% |
| 7D | -2.1% | +4.9% | -7.0% | -2.3% |
| 30D | +10.9% | -16.6% | +27.5% | +12.1% |
| 3M | +15.8% | -7.3% | +23.2% | +14.0% |
| 6M | +6.9% | +45.9% | -39.0% | -2.2% |
| YTD | -2.2% | +78.2% | -80.3% | -14.0% |
| 1Y | -7.1% | +159.8% | -166.9% | -23.8% |
| All | -7.1% | +162.0% | -169.1% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling