+191.7%
CRH vs ONTO
+696.1%
-504.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | -0.3% |
| 7D | -6.1% | +4.9% | -11.0% | -7.4% |
| 30D | -9.3% | -16.6% | +7.4% | -5.0% |
| 3M | -15.2% | -7.3% | -7.9% | -16.9% |
| 6M | -14.2% | +45.9% | -60.1% | -28.1% |
| YTD | -28.3% | +78.2% | -106.4% | -44.0% |
| 1Y | -21.8% | +159.8% | -181.6% | -46.8% |
| 3Y | +71.6% | +123.4% | -51.8% | +8.0% |
| 5Y | +96.6% | +265.8% | -169.2% | -6.3% |
| All | +191.7% | +696.1% | -504.4% | -19.5% |
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 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