+476.3%
ONTO vs CG
+81.3%
+395.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.6% |
| 7D | +17.5% | +0.2% | +17.3% | +17.5% |
| 30D | -15.7% | +11.2% | -26.8% | -21.9% |
| 3M | -39.7% | -22.1% | -17.6% | -29.5% |
| 6M | -26.5% | -17.9% | -8.6% | -17.6% |
| YTD | +29.0% | -31.3% | +60.3% | +61.1% |
| 1Y | +57.0% | -24.0% | +80.9% | +82.7% |
| 3Y | +50.0% | +45.0% | +5.0% | +9.0% |
| 5Y | +127.3% | -22.6% | +149.9% | +142.2% |
| All | +476.3% | +81.3% | +395.0% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling