+115.8%
ONTO vs CRL
-6.0%
+121.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.7% | +7.3% | +9.7% |
| 7D | +1.4% | +4.4% | -3.0% | +0.1% |
| 30D | -34.1% | +17.1% | -51.2% | -38.3% |
| 3M | -37.1% | +32.1% | -69.2% | -44.5% |
| 6M | -31.8% | +98.9% | -130.8% | -51.5% |
| YTD | +22.9% | +77.1% | -54.2% | -8.6% |
| 1Y | +39.5% | +110.3% | -70.8% | -5.0% |
| 3Y | +57.7% | +108.5% | -50.8% | -1.4% |
| 5Y | +115.8% | -7.9% | +123.7% | +122.3% |
| All | +115.8% | -6.0% | +121.8% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling