+561.8%
ON vs CLF
+108.7%
+453.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.8% | -3.9% |
| 7D | -2.2% | +6.5% | -8.7% | -4.3% |
| 30D | -12.4% | +0.2% | -12.7% | -12.7% |
| 3M | -41.2% | -3.1% | -38.1% | -41.1% |
| 6M | +25.0% | +25.0% | 0.0% | +14.2% |
| YTD | +31.3% | -7.5% | +38.7% | +30.0% |
| 1Y | +45.4% | +11.5% | +33.9% | +31.8% |
| 3Y | -27.4% | -13.7% | -13.7% | -33.9% |
| 5Y | +58.5% | -47.0% | +105.5% | +59.6% |
| 10Y | +561.8% | +116.3% | +445.5% | +257.6% |
| All | +561.8% | +108.7% | +453.2% | +257.6% |
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