+15.3%
CVS vs ONTO
+54.9%
-39.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | +10.4% | +34.4% | -24.0% | +10.3% |
| 30D | +3.3% | -20.4% | +23.7% | +2.5% |
| 3M | -4.5% | -37.8% | +33.3% | -5.4% |
| 6M | -4.4% | -24.6% | +20.2% | -5.3% |
| YTD | +16.6% | +32.8% | -16.2% | +10.9% |
| 1Y | +15.3% | +54.7% | -39.4% | +10.5% |
| All | +15.3% | +54.9% | -39.6% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling