+38.4%
CMS vs ONTO
+508.7%
-470.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.9% | -9.1% | -0.4% |
| 7D | -1.1% | +16.4% | -17.5% | -1.6% |
| 30D | +6.6% | -21.4% | +28.0% | +7.2% |
| 3M | +0.8% | -32.7% | +33.6% | +1.8% |
| 6M | -3.3% | -25.2% | +21.9% | -3.2% |
| YTD | +2.7% | +36.2% | -33.5% | 0.0% |
| 1Y | -4.0% | +61.2% | -65.2% | -7.2% |
| 3Y | +37.6% | +58.7% | -21.1% | +27.6% |
| 5Y | +35.4% | +143.6% | -108.2% | +15.5% |
| All | +38.4% | +508.7% | -470.3% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling