+20.0%
ON vs CLF
-42.8%
+62.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.5% |
| 7D | +12.2% | +10.4% | +1.9% | +8.7% |
| 30D | -3.1% | +0.6% | -3.7% | -3.9% |
| 3M | -12.9% | +4.1% | -17.0% | -15.2% |
| 6M | -38.6% | +15.1% | -53.7% | -42.7% |
| YTD | +31.2% | -4.7% | +36.0% | +27.2% |
| 1Y | +47.6% | +20.4% | +27.3% | +31.7% |
| 3Y | +6.6% | -23.4% | +30.0% | -0.2% |
| All | +20.0% | -42.8% | +62.8% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling