+34.9%
CMS vs ONTO
+136.3%
-101.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.6% |
| 7D | -1.3% | +34.4% | -35.7% | -0.6% |
| 30D | +5.3% | -20.4% | +25.7% | +5.0% |
| 3M | -0.3% | -37.8% | +37.5% | -1.0% |
| 6M | -4.0% | -24.6% | +20.5% | -4.1% |
| YTD | +2.1% | +32.8% | -30.7% | +3.0% |
| 1Y | -4.7% | +54.7% | -59.4% | -3.7% |
| 3Y | +36.8% | +54.7% | -17.9% | +36.7% |
| 5Y | +34.9% | +134.0% | -99.2% | +29.7% |
| All | +34.9% | +136.3% | -101.4% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling