+74.4%
CNP vs ONTO
+243.6%
-169.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -6.9% | -0.9% |
| 7D | +1.1% | -1.0% | +2.1% | +1.1% |
| 30D | -1.8% | -2.9% | +1.1% | -1.8% |
| 3M | -4.6% | -2.5% | -2.2% | -4.9% |
| 6M | -8.8% | +28.2% | -37.1% | -9.8% |
| YTD | +5.2% | +69.8% | -64.5% | +3.3% |
| 1Y | +8.3% | +162.9% | -154.6% | +4.7% |
| 3Y | +54.9% | +95.9% | -41.1% | +47.4% |
| All | +74.4% | +243.6% | -169.2% | +57.4% |
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