+188.8%
CRH vs ONTO
+661.2%
-472.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.9% |
| 7D | -4.8% | +6.5% | -11.3% | -6.6% |
| 30D | -13.1% | -15.9% | +2.8% | -9.3% |
| 3M | -12.0% | -0.2% | -11.8% | -15.9% |
| 6M | -16.9% | +38.7% | -55.6% | -29.3% |
| YTD | -29.0% | +70.4% | -99.3% | -43.9% |
| 1Y | -20.3% | +153.6% | -173.9% | -45.5% |
| 3Y | +69.2% | +109.2% | -39.9% | +8.8% |
| 5Y | +94.6% | +249.7% | -155.1% | -6.1% |
| All | +188.8% | +661.2% | -472.4% | -19.3% |
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