+257.7%
CTVA vs ONTO
+658.6%
-400.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -1.8% |
| 7D | +4.9% | -1.0% | +6.0% | +5.0% |
| 30D | +11.9% | -2.9% | +14.8% | +11.5% |
| 3M | +13.7% | -2.5% | +16.1% | +11.0% |
| 6M | +13.1% | +28.2% | -15.1% | +4.2% |
| YTD | +32.0% | +69.8% | -37.8% | +14.9% |
| 1Y | +22.1% | +162.9% | -140.8% | -3.6% |
| 3Y | +77.5% | +95.9% | -18.5% | +34.2% |
| 5Y | +106.3% | +244.5% | -138.2% | +21.1% |
| All | +257.7% | +658.6% | -400.9% | +36.3% |
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 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