+341.5%
ONTO vs CG
+82.2%
+259.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -6.5% | -9.1% | -11.3% |
| 7D | -29.7% | -1.5% | -28.2% | -28.9% |
| 30D | -50.3% | +2.8% | -53.1% | -51.4% |
| 3M | -43.5% | -19.2% | -24.2% | -35.7% |
| 6M | -48.9% | -21.0% | -27.9% | -41.2% |
| YTD | -1.2% | -31.0% | +29.8% | +23.0% |
| 1Y | +14.9% | -21.1% | +36.0% | +30.2% |
| 3Y | +31.2% | +48.8% | -17.6% | -6.3% |
| 5Y | +68.1% | -21.5% | +89.6% | +77.5% |
| All | +341.5% | +82.2% | +259.3% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling