+79.8%
CVS vs ONTO
+688.0%
-608.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | -1.9% | +9.4% | -11.3% | -2.5% |
| 30D | -0.3% | -4.4% | +4.1% | -0.2% |
| 3M | -1.1% | +1.6% | -2.7% | -2.3% |
| 6M | +23.7% | +45.3% | -21.6% | +17.9% |
| YTD | +23.0% | +76.4% | -53.4% | +14.9% |
| 1Y | +37.2% | +167.2% | -130.0% | +22.7% |
| 3Y | +62.4% | +116.6% | -54.1% | +38.8% |
| 5Y | +31.8% | +263.7% | -231.9% | -1.7% |
| All | +79.8% | +688.0% | -608.2% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling