+37.4%
CMI vs ONTO
+162.0%
-124.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | -0.2% |
| 7D | -0.7% | +4.9% | -5.7% | -2.3% |
| 30D | -12.4% | -16.6% | +4.2% | -7.6% |
| 3M | -14.8% | -7.3% | -7.4% | -15.2% |
| 6M | +0.8% | +45.9% | -45.1% | -16.0% |
| YTD | +10.2% | +78.2% | -68.0% | -14.1% |
| 1Y | +37.4% | +159.8% | -122.4% | -2.8% |
| All | +37.4% | +162.0% | -124.5% | -2.8% |
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