+7.8%
ON vs CLS
+1,775.5%
-1,767.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -11.7% | -22.2% | +10.5% | -2.8% |
| 30D | -23.3% | -44.4% | +21.1% | -4.7% |
| 3M | -19.2% | -34.3% | +15.1% | -6.7% |
| 6M | -40.1% | -50.1% | +9.9% | -24.1% |
| YTD | +16.9% | -30.1% | +47.0% | +27.0% |
| 1Y | +29.7% | -39.3% | +69.1% | +45.6% |
| 3Y | -4.4% | +732.7% | -737.1% | -76.2% |
| All | +7.8% | +1,775.5% | -1,767.7% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling