-29.6%
CLS vs ONON
+8.5%
-38.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.8% | -14.9% | -9.7% |
| 7D | -21.1% | +20.9% | -42.1% | -23.2% |
| 30D | -38.2% | +21.1% | -59.4% | -40.0% |
| 3M | -36.3% | +2.7% | -39.0% | -36.9% |
| 6M | -43.8% | +12.6% | -56.4% | -45.8% |
| YTD | -20.0% | -16.9% | -3.1% | -23.5% |
| 1Y | -29.6% | +6.7% | -36.3% | -33.9% |
| All | -29.6% | +8.5% | -38.1% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling