-47.8%
CLF vs ONTO
+243.6%
-291.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | -0.3% |
| 7D | +7.6% | -1.0% | +8.6% | +7.8% |
| 30D | -1.2% | -2.9% | +1.7% | -1.4% |
| 3M | -13.4% | -2.5% | -10.9% | -17.0% |
| 6M | +15.4% | +28.2% | -12.8% | -1.6% |
| YTD | -5.9% | +69.8% | -75.7% | -28.4% |
| 1Y | +18.8% | +162.9% | -144.1% | -24.2% |
| 3Y | -19.4% | +95.9% | -115.3% | -49.0% |
| All | -47.8% | +243.6% | -291.4% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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