+940.9%
CRS vs ONTO
+658.6%
+282.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | -0.9% |
| 7D | -0.2% | -1.0% | +0.8% | +0.1% |
| 30D | -16.6% | -2.9% | -13.7% | -17.0% |
| 3M | -3.5% | -2.5% | -1.0% | -7.4% |
| 6M | +15.4% | +28.2% | -12.8% | -3.4% |
| YTD | +51.2% | +69.8% | -18.6% | +10.6% |
| 1Y | +98.3% | +162.9% | -64.6% | +17.2% |
| 3Y | +651.5% | +95.9% | +555.6% | +313.1% |
| 5Y | +1,411.1% | +244.5% | +1,166.6% | +407.6% |
| All | +940.9% | +658.6% | +282.3% | +51.9% |
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