+38.3%
CMS vs ONTO
+60.0%
-21.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.9% | -9.1% | +0.1% |
| 7D | -1.1% | +16.4% | -17.5% | -0.4% |
| 30D | +6.6% | -21.4% | +28.0% | +5.9% |
| 3M | +0.8% | -32.7% | +33.6% | -0.3% |
| 6M | -3.3% | -25.2% | +21.9% | -3.5% |
| YTD | +2.7% | +36.2% | -33.5% | +5.4% |
| 1Y | -4.0% | +61.2% | -65.2% | -0.6% |
| All | +38.3% | +60.0% | -21.7% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling