+33.0%
CVS vs ONTO
+165.1%
-132.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | -1.9% | +9.4% | -11.3% | -1.8% |
| 30D | -0.3% | -4.4% | +4.1% | -0.4% |
| 3M | -1.1% | +1.6% | -2.7% | -1.2% |
| 6M | +23.7% | +45.3% | -21.6% | +21.8% |
| YTD | +23.0% | +76.4% | -53.4% | +20.9% |
| All | +33.0% | +165.1% | -132.1% | +28.9% |
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 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