+37.5%
CMS vs ONTO
+390.5%
-353.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.1% | -12.4% | -1.6% |
| 7D | -0.5% | -14.0% | +13.5% | -0.2% |
| 30D | +7.2% | -43.1% | +50.3% | +8.7% |
| 3M | -1.3% | -35.5% | +34.3% | -0.3% |
| 6M | -4.3% | -41.1% | +36.8% | -3.6% |
| YTD | +2.1% | +9.8% | -7.7% | 0.0% |
| 1Y | -0.6% | +31.5% | -32.1% | -3.5% |
| 3Y | +38.0% | +45.2% | -7.1% | +26.9% |
| 5Y | +33.6% | +86.7% | -53.1% | +15.5% |
| All | +37.5% | +390.5% | -353.0% | -17.1% |
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 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