-44.6%
CSGP vs ONTO
+658.6%
-703.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.2% | -8.6% | -3.4% |
| 7D | -4.1% | -1.0% | -3.0% | -4.0% |
| 30D | +2.3% | -2.9% | +5.2% | +1.9% |
| 3M | -8.2% | -2.5% | -5.7% | -11.4% |
| 6M | -35.1% | +28.2% | -63.3% | -41.8% |
| YTD | -54.0% | +69.8% | -123.8% | -61.5% |
| 1Y | -65.3% | +162.9% | -228.2% | -74.1% |
| 3Y | -62.6% | +95.9% | -158.5% | -73.2% |
| 5Y | -64.8% | +244.5% | -309.3% | -79.8% |
| All | -44.6% | +658.6% | -703.2% | -77.7% |
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 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