-5.0%
CMG vs ONTO
+246.7%
-251.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.8% |
| 7D | -3.8% | +6.5% | -10.4% | -4.9% |
| 30D | +12.9% | -15.9% | +28.8% | +15.7% |
| 3M | +18.8% | -0.2% | +18.9% | +15.4% |
| 6M | +4.1% | +38.7% | -34.7% | -6.4% |
| YTD | -2.4% | +70.4% | -72.7% | -16.4% |
| 1Y | -6.7% | +153.6% | -160.3% | -27.0% |
| 3Y | -7.1% | +109.2% | -116.3% | -32.1% |
| 5Y | -5.0% | +249.7% | -254.7% | -43.8% |
| All | -5.0% | +246.7% | -251.7% | -43.8% |
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