+68.1%
ONTO vs CRL
-16.7%
+84.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.1% | -11.5% | -13.7% |
| 7D | -29.7% | -16.8% | -12.9% | -23.0% |
| 30D | -50.3% | +2.6% | -52.9% | -50.6% |
| 3M | -43.5% | +20.1% | -63.5% | -48.0% |
| 6M | -48.9% | +68.8% | -117.7% | -60.7% |
| YTD | -1.2% | +56.9% | -58.1% | -22.4% |
| 1Y | +14.9% | +86.7% | -71.8% | -17.6% |
| 3Y | +31.2% | +72.1% | -40.9% | -9.8% |
| 5Y | +68.1% | -16.6% | +84.7% | +74.1% |
| All | +68.1% | -16.7% | +84.8% | +74.1% |
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