-41.4%
CLF vs ONTO
+136.3%
-177.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | +16.0% | +34.4% | -18.4% | +4.5% |
| 30D | +1.6% | -20.4% | +22.1% | +8.9% |
| 3M | +6.7% | -37.8% | +44.5% | +22.8% |
| 6M | +21.1% | -24.6% | +45.7% | +24.2% |
| YTD | -1.6% | +32.8% | -34.4% | -20.0% |
| 1Y | +18.5% | +54.7% | -36.2% | -9.4% |
| 3Y | -21.0% | +54.7% | -75.7% | -46.5% |
| 5Y | -41.4% | +134.0% | -175.4% | -69.1% |
| All | -41.4% | +136.3% | -177.7% | -69.1% |
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