+268.5%
CMI vs ONTO
+695.7%
-427.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.7% | -1.1% |
| 7D | +1.9% | +9.7% | -7.8% | -0.5% |
| 30D | -12.5% | -8.8% | -3.7% | -10.9% |
| 3M | -16.2% | +4.5% | -20.7% | -18.9% |
| 6M | +4.9% | +56.4% | -51.6% | -8.7% |
| YTD | +11.1% | +78.1% | -66.9% | -6.4% |
| 1Y | +43.4% | +171.3% | -127.9% | +8.5% |
| 3Y | +154.1% | +118.7% | +35.4% | +83.9% |
| 5Y | +169.5% | +269.4% | -99.9% | +57.3% |
| All | +268.5% | +695.7% | -427.1% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling