-16.0%
CLX vs ONTO
+390.5%
-406.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.1% | -10.8% | +0.3% |
| 7D | +13.6% | -14.0% | +27.6% | +13.5% |
| 30D | +23.4% | -43.1% | +66.4% | +23.0% |
| 3M | -2.8% | -35.5% | +32.7% | -3.1% |
| 6M | +14.0% | -41.1% | +55.1% | +13.6% |
| YTD | +4.2% | +9.8% | -5.6% | +3.4% |
| 1Y | -1.2% | +31.5% | -32.7% | -2.0% |
| 3Y | -12.7% | +45.2% | -57.8% | -15.1% |
| 5Y | -26.5% | +86.7% | -113.2% | -29.8% |
| All | -16.0% | +390.5% | -406.5% | -28.6% |
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