+31.5%
CVS vs ONTO
+258.3%
-226.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.8% |
| 7D | -1.6% | +9.7% | -11.2% | -1.8% |
| 30D | +0.4% | -8.8% | +9.2% | +0.5% |
| 3M | -0.4% | +4.5% | -4.9% | -1.0% |
| 6M | +25.1% | +56.4% | -31.3% | +22.4% |
| YTD | +23.9% | +78.1% | -54.2% | +20.5% |
| 1Y | +41.1% | +171.3% | -130.2% | +34.9% |
| 3Y | +63.6% | +118.7% | -55.0% | +51.5% |
| 5Y | +31.5% | +269.4% | -237.9% | +11.0% |
| All | +31.5% | +258.3% | -226.8% | +11.0% |
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