+176.4%
ONTO vs CAI
-7.1%
+183.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.4% |
| 7D | -1.0% | -2.2% | +1.2% | -0.6% |
| 30D | -2.9% | +52.4% | -55.3% | -12.1% |
| 3M | -2.5% | +45.1% | -47.5% | -10.8% |
| 6M | +28.2% | +26.2% | +2.0% | +19.4% |
| YTD | +69.8% | -7.1% | +76.9% | +69.6% |
| 1Y | +162.9% | -31.0% | +193.9% | +173.9% |
| All | +176.4% | -7.1% | +183.5% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling