+60.5%
CRM vs ONTO
+688.0%
-627.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -5.0% | +9.4% | -14.3% | -6.8% |
| 30D | +23.6% | -4.4% | +28.1% | +23.7% |
| 3M | +39.6% | +1.6% | +38.0% | +32.7% |
| 6M | +23.4% | +45.3% | -21.8% | +4.5% |
| YTD | -7.4% | +76.4% | -83.7% | -26.9% |
| 1Y | -2.3% | +167.2% | -169.5% | -32.7% |
| 3Y | +10.5% | +116.6% | -106.0% | -29.2% |
| 5Y | -4.7% | +263.7% | -268.5% | -51.9% |
| All | +60.5% | +688.0% | -627.5% | -45.1% |
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