-47.5%
CLF vs ONON
-24.2%
-23.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.2% |
| 7D | -2.7% | -3.5% | +0.8% | -1.8% |
| 30D | -3.2% | -30.8% | +27.6% | +5.2% |
| 3M | -5.0% | -29.8% | +24.9% | +2.6% |
| 6M | +26.6% | -34.8% | +61.4% | +38.3% |
| YTD | -9.0% | -42.3% | +33.3% | +2.3% |
| 1Y | +11.8% | -39.5% | +51.4% | +23.3% |
| 3Y | -15.1% | -9.3% | -5.8% | -18.1% |
| All | -47.5% | -24.2% | -23.3% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling