+0.4%
CMS vs ONTO
+46.1%
-45.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.7% | +10.1% | +1.1% |
| 7D | +4.1% | -17.4% | +21.4% | +3.4% |
| 30D | +10.9% | -43.2% | +54.1% | +9.5% |
| 3M | -0.2% | -35.7% | +35.5% | -1.1% |
| 6M | -4.7% | -38.3% | +33.6% | -5.5% |
| YTD | +3.9% | +17.1% | -13.2% | +3.2% |
| 1Y | +0.4% | +43.1% | -42.8% | +0.4% |
| All | +0.4% | +46.1% | -45.7% | +0.4% |
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