+658.6%
ONTO vs CLBK
+52.3%
+606.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -1.0% | +1.2% | -2.2% | -1.6% |
| 30D | -2.9% | +9.1% | -12.0% | -6.8% |
| 3M | -2.5% | +27.7% | -30.1% | -13.7% |
| 6M | +28.2% | +40.8% | -12.6% | +8.2% |
| YTD | +69.8% | +66.4% | +3.4% | +31.1% |
| 1Y | +162.9% | +72.4% | +90.5% | +98.8% |
| 3Y | +95.9% | +50.7% | +45.3% | +51.8% |
| 5Y | +244.5% | +42.9% | +201.6% | +144.7% |
| All | +658.6% | +52.3% | +606.3% | +433.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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