+47.6%
ON vs CLX
-6.5%
+54.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -0.9% |
| 7D | -5.8% | +14.2% | -20.0% | -3.6% |
| 30D | -17.1% | +22.7% | -39.8% | -14.1% |
| 3M | -11.8% | -2.8% | -9.0% | -12.9% |
| 6M | -30.2% | +17.7% | -47.9% | -30.2% |
| YTD | +31.6% | +3.3% | +28.2% | +45.6% |
| 1Y | +47.6% | -5.6% | +53.2% | +66.4% |
| All | +47.6% | -6.5% | +54.1% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling