-41.6%
CSGP vs ONTO
+423.1%
-464.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.7% | +12.7% | +5.1% |
| 7D | +18.3% | -17.4% | +35.7% | +20.8% |
| 30D | +17.8% | -43.2% | +61.0% | +26.2% |
| 3M | +9.3% | -35.7% | +45.0% | +13.6% |
| 6M | -7.9% | -38.3% | +30.4% | -6.7% |
| YTD | -51.5% | +17.1% | -68.6% | -57.9% |
| 1Y | -53.3% | +43.1% | -96.5% | -61.4% |
| 3Y | -57.9% | +55.4% | -113.3% | -69.9% |
| 5Y | -61.3% | +111.2% | -172.5% | -76.2% |
| All | -41.6% | +423.1% | -464.8% | -75.6% |
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