+493.5%
ONTO vs CG
+79.4%
+414.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | +0.3% |
| 7D | +34.4% | -1.5% | +35.9% | +35.8% |
| 30D | -20.4% | +5.7% | -26.1% | -23.7% |
| 3M | -37.8% | -17.9% | -20.0% | -30.0% |
| 6M | -24.6% | -20.2% | -4.4% | -13.9% |
| YTD | +32.8% | -32.0% | +64.8% | +67.0% |
| 1Y | +54.7% | -27.0% | +81.7% | +85.2% |
| 3Y | +54.7% | +42.8% | +11.9% | +13.6% |
| 5Y | +134.0% | -23.4% | +157.4% | +151.1% |
| All | +493.5% | +79.4% | +414.0% | +229.9% |
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