-44.1%
CLF vs ONON
-2.0%
-42.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.5% | +12.4% | +6.7% |
| 7D | -9.1% | -4.9% | -4.1% | -8.2% |
| 30D | -0.9% | -1.1% | +0.2% | -1.1% |
| 3M | +3.0% | -10.5% | +13.5% | +4.5% |
| 6M | +16.7% | -1.5% | +18.2% | +14.9% |
| YTD | -3.2% | -25.3% | +22.2% | +1.5% |
| 1Y | +24.6% | -0.7% | +25.4% | +20.9% |
| 3Y | -22.3% | +29.0% | -51.3% | -31.4% |
| 5Y | -41.2% | -6.7% | -34.5% | -51.8% |
| All | -44.1% | -2.0% | -42.2% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling