+341.5%
ONTO vs CRL
+141.9%
+199.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.1% | -11.5% | -13.5% |
| 7D | -29.7% | -16.8% | -12.9% | -22.2% |
| 30D | -50.3% | +2.6% | -52.9% | -50.7% |
| 3M | -43.5% | +20.1% | -63.5% | -48.6% |
| 6M | -48.9% | +68.8% | -117.7% | -62.0% |
| YTD | -1.2% | +56.9% | -58.1% | -24.7% |
| 1Y | +14.9% | +86.7% | -71.8% | -20.8% |
| 3Y | +31.2% | +72.1% | -40.9% | -13.6% |
| 5Y | +68.1% | -16.6% | +84.7% | +68.7% |
| All | +341.5% | +141.9% | +199.6% | +104.2% |
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