-0.8%
CRM vs ONTO
+261.1%
-261.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.6% | +1.2% |
| 7D | -4.4% | +4.9% | -9.4% | -5.3% |
| 30D | +28.1% | -16.6% | +44.8% | +31.5% |
| 3M | +48.8% | -7.3% | +56.2% | +45.8% |
| 6M | +28.3% | +45.9% | -17.7% | +10.2% |
| YTD | -6.0% | +78.2% | -84.2% | -24.6% |
| 1Y | +1.4% | +159.8% | -158.4% | -27.9% |
| 3Y | +11.8% | +123.4% | -111.6% | -29.7% |
| All | -0.8% | +261.1% | -261.9% | -51.7% |
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