+516.0%
ON vs CLF
+92.7%
+423.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.0% | +2.2% | +6.8% |
| 7D | -1.4% | -14.1% | +12.7% | +3.8% |
| 30D | -10.9% | -5.5% | -5.3% | -9.7% |
| 3M | -14.9% | 0.0% | -14.9% | -16.0% |
| 6M | -33.0% | +11.3% | -44.3% | -36.9% |
| YTD | +27.6% | -7.7% | +35.3% | +25.0% |
| 1Y | +44.5% | +17.5% | +26.9% | +29.9% |
| 3Y | +7.4% | -25.4% | +32.8% | +1.9% |
| 5Y | +18.7% | -46.0% | +64.7% | +18.9% |
| 10Y | +516.0% | +80.1% | +435.9% | +218.6% |
| All | +516.0% | +92.7% | +423.3% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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