+78.7%
ONTO vs CAI
-6.6%
+85.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.1% | +14.2% | +11.8% |
| 7D | -14.0% | -26.5% | +12.5% | -7.6% |
| 30D | -43.1% | -6.9% | -36.2% | -41.4% |
| 3M | -35.5% | +26.1% | -61.7% | -38.4% |
| 6M | -41.1% | +31.9% | -73.0% | -45.1% |
| YTD | +9.8% | -6.5% | +16.3% | +10.5% |
| 1Y | +31.5% | +2.5% | +29.0% | +29.6% |
| All | +78.7% | -6.6% | +85.2% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling