+82.3%
CVS vs ONTO
+658.6%
-576.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.6% | -0.9% |
| 7D | +4.0% | -1.0% | +5.0% | +4.0% |
| 30D | -2.4% | -2.9% | +0.5% | -2.5% |
| 3M | +2.7% | -2.5% | +5.1% | +1.7% |
| 6M | +21.9% | +28.2% | -6.3% | +17.3% |
| YTD | +24.7% | +69.8% | -45.0% | +16.8% |
| 1Y | +35.4% | +162.9% | -127.4% | +21.3% |
| 3Y | +65.2% | +95.9% | -30.8% | +42.9% |
| 5Y | +30.5% | +244.5% | -213.9% | -2.1% |
| All | +82.3% | +658.6% | -576.3% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling