+62.9%
ON vs CLS
+3,233.5%
-3,170.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +2.4% | +4.6% | -2.1% | +0.4% |
| 30D | -3.3% | -13.9% | +10.6% | +1.2% |
| 3M | -43.6% | -26.6% | -17.0% | -37.2% |
| 6M | +19.0% | +15.4% | +3.5% | +10.2% |
| YTD | +37.4% | +5.7% | +31.7% | +28.9% |
| 1Y | +54.8% | +41.1% | +13.6% | +24.7% |
| 3Y | -25.2% | +1,228.6% | -1,253.8% | -83.6% |
| All | +62.9% | +3,233.5% | -3,170.6% | -79.3% |
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