+163.8%
ON vs CLF
+399.0%
-235.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -11.7% | -19.6% | +7.9% | -6.1% |
| 30D | -23.3% | -5.0% | -18.3% | -22.7% |
| 3M | -19.2% | -6.3% | -12.9% | -18.6% |
| 6M | -40.1% | +2.8% | -42.9% | -41.6% |
| YTD | +16.9% | -13.7% | +30.6% | +17.4% |
| 1Y | +29.7% | +13.6% | +16.2% | +20.4% |
| 3Y | -4.4% | -34.0% | +29.6% | -4.3% |
| 5Y | +7.1% | -48.7% | +55.8% | +10.4% |
| 10Y | +447.2% | +113.4% | +333.7% | +229.0% |
| All | +163.8% | +399.0% | -235.2% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling