+38.2%
CMS vs ONTO
+449.2%
-411.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.0% | -11.4% | +0.2% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | +7.1% | -34.1% | +41.2% | +8.2% |
| 3M | -1.3% | -37.1% | +35.8% | -0.2% |
| 6M | -2.7% | -31.8% | +29.2% | -2.3% |
| YTD | +2.6% | +22.9% | -20.3% | +0.2% |
| 1Y | -2.0% | +39.5% | -41.5% | -4.9% |
| 3Y | +39.6% | +57.7% | -18.0% | +28.4% |
| 5Y | +35.3% | +115.8% | -80.5% | +16.0% |
| All | +38.2% | +449.2% | -411.0% | -16.9% |
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