+523.3%
ON vs CLS
+1,916.3%
-1,392.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.4% | +1.8% | -1.2% |
| 7D | +12.2% | +16.3% | -4.0% | +5.0% |
| 30D | -3.1% | -25.7% | +22.5% | +9.2% |
| 3M | -12.9% | -30.9% | +18.0% | +0.5% |
| 6M | -38.6% | -35.5% | -3.1% | -28.2% |
| YTD | +31.2% | -18.7% | +49.9% | +33.4% |
| 1Y | +47.6% | -17.9% | +65.5% | +45.8% |
| 3Y | +6.6% | +838.1% | -831.5% | -76.6% |
| 5Y | +21.3% | +1,971.9% | -1,950.6% | -84.0% |
| All | +523.3% | +1,916.3% | -1,392.9% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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