+188.0%
ON vs CLS
+327.7%
-139.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.9% | +1.3% | +5.8% |
| 7D | -1.4% | -10.6% | +9.1% | +3.5% |
| 30D | -10.9% | -38.4% | +27.6% | +8.8% |
| 3M | -14.9% | -29.9% | +15.0% | -2.8% |
| 6M | -33.0% | -40.6% | +7.6% | -19.0% |
| YTD | +27.6% | -24.6% | +52.2% | +34.3% |
| 1Y | +44.5% | -30.8% | +75.3% | +53.6% |
| 3Y | +7.4% | +811.7% | -804.3% | -69.9% |
| 5Y | +18.7% | +1,838.4% | -1,819.7% | -76.9% |
| 10Y | +516.0% | +1,751.5% | -1,235.5% | +12.6% |
| All | +188.0% | +327.7% | -139.7% | -42.6% |
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 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