-25.1%
ON vs CLF
-18.8%
-6.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | +2.4% | +7.6% | -5.1% | 0.0% |
| 30D | -3.3% | -1.2% | -2.1% | -3.2% |
| 3M | -43.6% | -13.4% | -30.2% | -41.4% |
| 6M | +19.0% | +15.4% | +3.5% | +12.4% |
| YTD | +37.4% | -5.9% | +43.2% | +35.5% |
| 1Y | +54.8% | +18.8% | +35.9% | +38.0% |
| All | -25.1% | -18.8% | -6.3% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling