+390.5%
ONTO vs CRL
+160.8%
+229.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +7.8% | +3.3% | +7.0% |
| 7D | -14.0% | -6.1% | -7.9% | -10.6% |
| 30D | -43.1% | +12.4% | -55.5% | -46.1% |
| 3M | -35.5% | +27.1% | -62.6% | -42.9% |
| 6M | -41.1% | +85.7% | -126.8% | -58.3% |
| YTD | +9.8% | +69.2% | -59.4% | -19.5% |
| 1Y | +31.5% | +97.5% | -66.0% | -11.7% |
| 3Y | +45.2% | +86.1% | -40.9% | -8.1% |
| 5Y | +86.7% | -10.0% | +96.8% | +80.5% |
| All | +390.5% | +160.8% | +229.6% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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