+165.0%
CMI vs ONTO
+261.1%
-96.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +0.1% |
| 7D | -0.7% | +4.9% | -5.7% | -1.9% |
| 30D | -12.4% | -16.6% | +4.2% | -8.8% |
| 3M | -14.8% | -7.3% | -7.4% | -14.9% |
| 6M | +0.8% | +45.9% | -45.1% | -9.6% |
| YTD | +10.2% | +78.2% | -68.0% | -5.6% |
| 1Y | +37.4% | +159.8% | -122.4% | +8.4% |
| 3Y | +153.3% | +123.4% | +29.9% | +89.6% |
| All | +165.0% | +261.1% | -96.1% | +60.1% |
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