+19.3%
CTSH vs ONTO
+390.5%
-371.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.1% | -13.8% | -4.1% |
| 7D | -0.6% | -14.0% | +13.4% | +0.9% |
| 30D | +13.4% | -43.1% | +56.5% | +21.1% |
| 3M | +14.4% | -35.5% | +49.9% | +18.6% |
| 6M | +27.7% | -41.1% | +68.8% | +29.9% |
| YTD | -20.6% | +9.8% | -30.4% | -31.0% |
| 1Y | -9.1% | +31.5% | -40.7% | -24.5% |
| 3Y | +3.1% | +45.2% | -42.1% | -27.0% |
| 5Y | -11.8% | +86.7% | -98.5% | -46.4% |
| All | +19.3% | +390.5% | -371.1% | -57.0% |
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