+94.1%
CRH vs ONTO
+261.1%
-166.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | 0.0% |
| 7D | -6.1% | +4.9% | -11.0% | -7.2% |
| 30D | -9.3% | -16.6% | +7.4% | -5.8% |
| 3M | -15.2% | -7.3% | -7.9% | -16.5% |
| 6M | -14.2% | +45.9% | -60.1% | -26.0% |
| YTD | -28.3% | +78.2% | -106.4% | -41.7% |
| 1Y | -21.8% | +159.8% | -181.6% | -43.2% |
| 3Y | +71.6% | +123.4% | -51.8% | +17.2% |
| All | +94.1% | +261.1% | -166.9% | +4.8% |
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