+99.7%
ONTO vs CRL
+38.0%
+61.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.8% | +6.8% |
| 7D | -1.0% | -1.0% | 0.0% | -0.7% |
| 30D | -2.9% | +10.7% | -13.6% | -6.8% |
| 3M | -2.5% | +55.3% | -57.7% | -19.2% |
| 6M | +28.2% | +60.7% | -32.4% | +3.3% |
| YTD | +69.8% | +44.6% | +25.2% | +42.4% |
| 1Y | +162.9% | +77.7% | +85.1% | +99.4% |
| All | +99.7% | +38.0% | +61.7% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling