+3,486.1%
CLS vs ONON
-20.9%
+3,507.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | +4.6% | -3.0% | +7.6% | +5.5% |
| 30D | -13.9% | -26.7% | +12.8% | -7.0% |
| 3M | -26.6% | -25.3% | -1.3% | -21.5% |
| 6M | +15.4% | -35.3% | +50.7% | +27.8% |
| YTD | +5.7% | -39.8% | +45.4% | +18.6% |
| 1Y | +41.1% | -39.2% | +80.3% | +56.4% |
| 3Y | +1,228.6% | -4.2% | +1,232.8% | +1,221.1% |
| All | +3,486.1% | -20.9% | +3,507.0% | +3,207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling