+58.5%
CLF vs ONTO
+390.5%
-332.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.1% | -9.4% | -3.0% |
| 7D | -19.6% | -14.0% | -5.5% | -14.5% |
| 30D | -5.0% | -43.1% | +38.1% | +19.5% |
| 3M | -6.3% | -35.5% | +29.2% | +8.8% |
| 6M | +2.8% | -41.1% | +43.9% | +17.8% |
| YTD | -13.7% | +9.8% | -23.5% | -28.3% |
| 1Y | +13.6% | +31.5% | -17.9% | -13.8% |
| 3Y | -34.0% | +45.2% | -79.1% | -60.5% |
| 5Y | -48.7% | +86.7% | -135.5% | -76.3% |
| All | +58.5% | +390.5% | -332.0% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling