+163.8%
ON vs CLS
+296.5%
-132.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -11.7% | -22.2% | +10.5% | -1.6% |
| 30D | -23.3% | -44.4% | +21.1% | -2.3% |
| 3M | -19.2% | -34.3% | +15.1% | -5.2% |
| 6M | -40.1% | -50.1% | +9.9% | -22.1% |
| YTD | +16.9% | -30.1% | +47.0% | +27.0% |
| 1Y | +29.7% | -39.3% | +69.1% | +45.8% |
| 3Y | -4.4% | +732.7% | -737.1% | -72.2% |
| 5Y | +7.1% | +1,777.2% | -1,770.1% | -78.9% |
| 10Y | +447.2% | +1,645.6% | -1,198.4% | +2.5% |
| All | +163.8% | +296.5% | -132.7% | -45.7% |
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 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