+12.3%
CVS vs ONTO
+146.7%
-134.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.9% | -8.3% | +0.4% |
| 7D | +12.0% | +16.4% | -4.4% | +11.4% |
| 30D | +2.8% | -21.4% | +24.2% | +3.0% |
| 3M | -3.6% | -32.7% | +29.2% | -3.1% |
| 6M | -1.6% | -25.2% | +23.6% | -1.7% |
| YTD | +16.3% | +36.2% | -20.0% | +13.4% |
| 1Y | +15.5% | +61.2% | -45.6% | +12.0% |
| 3Y | +48.1% | +58.7% | -10.5% | +38.5% |
| 5Y | +12.3% | +143.6% | -131.3% | -1.7% |
| All | +12.3% | +146.7% | -134.4% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling