+591.8%
ON vs CLS
+3,003.3%
-2,411.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -1.9% | +20.1% | -22.0% | -10.0% |
| 30D | -11.0% | +6.0% | -17.1% | -14.2% |
| 3M | -39.3% | -10.3% | -29.0% | -37.4% |
| 6M | +19.8% | +24.5% | -4.7% | +4.7% |
| YTD | +31.1% | +12.9% | +18.2% | +16.9% |
| 1Y | +46.0% | +36.7% | +9.3% | +13.9% |
| 3Y | -27.5% | +1,328.1% | -1,355.6% | -86.7% |
| 5Y | +56.9% | +3,682.3% | -3,625.4% | -84.3% |
| 10Y | +591.8% | +3,038.3% | -2,446.5% | -40.7% |
| All | +591.8% | +3,003.3% | -2,411.4% | -40.7% |
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