+2,659.4%
CLS vs ONON
-5.0%
+2,664.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.8% |
| 7D | +16.3% | -10.0% | +26.3% | +19.3% |
| 30D | -25.7% | -5.3% | -20.4% | -25.1% |
| 3M | -30.9% | +6.5% | -37.3% | -32.7% |
| 6M | -35.5% | -5.0% | -30.5% | -36.1% |
| YTD | -18.7% | -27.6% | +8.9% | -14.0% |
| 1Y | -17.9% | -20.7% | +2.8% | -15.4% |
| 3Y | +838.1% | +26.6% | +811.5% | +765.1% |
| 5Y | +1,971.9% | -9.6% | +1,981.5% | +1,706.8% |
| All | +2,659.4% | -5.0% | +2,664.4% | +2,300.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling