+37.9%
CNC vs ONTO
+658.6%
-620.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -2.0% |
| 7D | +3.5% | -1.0% | +4.6% | +3.6% |
| 30D | +0.1% | -2.9% | +3.0% | -0.1% |
| 3M | +6.9% | -2.5% | +9.4% | +5.7% |
| 6M | +49.0% | +28.2% | +20.8% | +41.7% |
| YTD | +62.9% | +69.8% | -6.9% | +49.7% |
| 1Y | +134.0% | +162.9% | -28.9% | +103.6% |
| 3Y | +9.4% | +95.9% | -86.5% | -8.9% |
| 5Y | +4.1% | +244.5% | -240.3% | -28.1% |
| All | +37.9% | +658.6% | -620.6% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling