+658.6%
ONTO vs CRL
+122.9%
+535.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.8% | +7.0% |
| 7D | -1.0% | -1.0% | 0.0% | -0.6% |
| 30D | -2.9% | +10.7% | -13.6% | -7.9% |
| 3M | -2.5% | +55.3% | -57.7% | -23.4% |
| 6M | +28.2% | +60.7% | -32.4% | -3.0% |
| YTD | +69.8% | +44.6% | +25.2% | +34.7% |
| 1Y | +162.9% | +77.7% | +85.1% | +83.9% |
| 3Y | +95.9% | +37.6% | +58.3% | +46.2% |
| 5Y | +244.5% | -35.8% | +280.3% | +301.1% |
| All | +658.6% | +122.9% | +535.7% | +265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling