+390.5%
ONTO vs CG
+81.0%
+309.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.7% | +11.7% | +11.5% |
| 7D | -14.0% | -1.2% | -12.8% | -13.4% |
| 30D | -43.1% | +5.0% | -48.1% | -45.2% |
| 3M | -35.5% | -18.2% | -17.3% | -27.4% |
| 6M | -41.1% | -20.7% | -20.4% | -32.4% |
| YTD | +9.8% | -31.4% | +41.2% | +37.1% |
| 1Y | +31.5% | -22.3% | +53.8% | +50.5% |
| 3Y | +45.2% | +50.2% | -5.0% | +3.0% |
| 5Y | +86.7% | -22.1% | +108.8% | +97.9% |
| All | +390.5% | +81.0% | +309.5% | +170.9% |
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