+572.1%
ON vs CLX
-2.6%
+574.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -4.7% | -5.9% | +1.1% | -4.6% |
| 30D | -13.5% | -17.0% | +3.5% | -13.1% |
| 3M | -36.3% | -9.6% | -26.7% | -36.2% |
| 6M | +17.8% | -21.5% | +39.3% | +19.1% |
| YTD | +29.6% | -8.8% | +38.4% | +30.0% |
| 1Y | +45.8% | -24.7% | +70.5% | +48.0% |
| 3Y | -28.3% | -35.6% | +7.3% | -26.9% |
| 5Y | +49.6% | -37.6% | +87.3% | +51.1% |
| All | +572.1% | -2.6% | +574.7% | +468.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling