+209.9%
ON vs CLS
+499.2%
-289.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +2.4% | +4.6% | -2.1% | +0.1% |
| 30D | -3.3% | -13.9% | +10.6% | +1.7% |
| 3M | -43.6% | -26.6% | -17.0% | -36.3% |
| 6M | +19.0% | +15.4% | +3.5% | +8.0% |
| YTD | +37.4% | +5.7% | +31.7% | +26.6% |
| 1Y | +54.8% | +41.1% | +13.6% | +20.4% |
| 3Y | -25.2% | +1,228.6% | -1,253.8% | -82.1% |
| 5Y | +62.7% | +3,240.6% | -3,177.9% | -75.0% |
| 10Y | +574.3% | +2,760.3% | -2,186.0% | +3.3% |
| All | +209.9% | +499.2% | -289.3% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling