+1,416.6%
CRS vs ONTO
+268.0%
+1,148.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.3% |
| 7D | -0.5% | +9.4% | -9.9% | -3.3% |
| 30D | -18.1% | -4.4% | -13.7% | -17.7% |
| 3M | -12.4% | +1.6% | -14.0% | -15.7% |
| 6M | +15.9% | +45.3% | -29.3% | -1.2% |
| YTD | +45.8% | +76.4% | -30.5% | +16.1% |
| 1Y | +87.8% | +167.2% | -79.4% | +30.0% |
| 3Y | +648.7% | +116.6% | +532.2% | +387.7% |
| 5Y | +1,416.6% | +263.7% | +1,152.9% | +626.3% |
| All | +1,416.6% | +268.0% | +1,148.7% | +626.3% |
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 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